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We should look at the milestones for beta2 and V4, for a comprehensive list of missing features and write them in the migration guide or release notes.
From the top of my mind the following are not working yet:
Cholesky* dists
Mixtures
Timeseries
find_MAP
Variational inference
GPs
EllipticalSlice
BaseStochasticGradient
sample_predictive_w
Probably more...
Otherwise we will have a lot of people opening unnecessary issues