If performance is a concern and you can accept the restrictions, I would try Bayadera tbh

Also because you already have your models and just want/nees a faster sampler as it seems.

What are you using so far? Own, custom code?

I have not used Bayadera myself, neither am I aware of a “proper” documentation. There are examples for the Kruschke book in bayadera though, which is cool: https://github.com/uncomplicate/bayadera/tree/master/test/clojure/uncomplicate/bayadera/examples/dbda

Aaaaand, what to use also depends on what kind of MCMC you actually want to do and if that is supported. 🙂

@nblumoe: custom code 🙂

will have a look, thanks