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