In the pyro.poutine.handlers submodule there is a _make_handler function that converts the classes from the _msngrs list to handler functions and adds them to the locals() (e.g., BlockMessenger -> block). Then these are imported in the pyro.poutine.__init__ (i.e., from .handlers import block). Mypy doesn't like this. One solution could be to rename these messengers like BlockMessenger -> block and make them callable like in NumPyro.