Mostly I use pytorch for statistical modeling https://pyro.ai https://pyro.ai . Under the hood that package uses a lot of Monte Carlo integration and variationa

Mostly I use pytorch for statistical modeling https://pyro.ai https://pyro.ai . Under the hood that package uses a lot of Monte Carlo integration and variational methods (i.e. integration by optimization). It does support neural nets, but probably >80% of pyro users stick to simpler hierarchical Bayesian models.