I spent half of the most recent Dutch Stan meetup installing Stan on a Azure VM running Ubuntu.
That set me on a path to write scripts to automatically bring up a VM in Azure and install Stan on it.
I used Azure CLI and Cloud-init to configure an Ubuntu system.
The VM contains all software needed to run Rstudio with cmdstanr, and can be accessed using RDP (Remote desktop).
It should be somewhat secure, although I am no expert on firewalls etc.
I wrote a blog post on it called “Statistical computing on a shoestring: Stan in the Azure cloud using Cloud-init”.
Maybe useful for others. Feel free to share your comments and suggestions, curious to learn more.