Looking for GPU support on Markov-chain Monte-Carlo (MCMC) codes

I am looking for MCMC codes with a GPU suport (like NVIDIA or OpenCL libraries) to make faster run chains.

I know there is a plenty of codes that does MCMC but which ones could allow to exploit GPU power with MCMC ?

In particular, there is an interesting presentation on this link - GPU support for MCMC wich talks about the Gibbs sampler but I would like to know more in practice, i.e how to implement it ?

Any informations are welcome.