From the iPython notebook that appears to be associated with the blog post [1], they appear to be using Stan [2]. Stan is a relatively mature PPL that was designed with specific priorities in mind such as treating continuous variables. Overall, it's quite cool to see a startup focused on developing a PPL in the wild!

[1] https://github.com/fastforwardlabs/anomaly_detection/blob/ma...

[2] http://mc-stan.org

*edit, formatting to get line-breaks.