I think systems built around effect handlers like pyro and edward2 form a nice corner in the design space by being less reliant on metaprogramming, being fairly composable, and give nicer UIs.
The downside is a trickier to write and debug API on the inference developer's side. Do link your library as I try to evaluate every PPS I encounter.
I agree. Turing.jl, which is one of the major PPLs in Julia, is also based around effect handlers and does not relying on meta programming for the inference part. This allows the composition of inference algorithms and makes it more easy to overload functions for specific behaviour.
The downside is a trickier to write and debug API on the inference developer's side. Do link your library as I try to evaluate every PPS I encounter.