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Hi @kazewong,
Opening PR for (first pass) typo edits as part of JOSS review openjournals/joss-reviews#5021
I'll leave some comments about the paper in a separate issue / on the JOSS review checklist. But one key thing to note, is that more citations are needed. For example, JAX should be cited, and so should Flax. Additionally, some claims are not cited e.g. in the opening paragraph "the estimation of model parameters becomes challenging as the dimension of the parameter space grows" or "MCMC methods can struggle to faithfully represent the parameter space when only relying on local updates".
Cheers,
Dan