I think the slow sampling is related to
U = pm.MvNormal("U", mu = th_t, cov = ct, shape = (tt,specise))
This 62 dimensional normal distribution accounts the most time spend, which is understandable.
I think the slow sampling is related to
U = pm.MvNormal("U", mu = th_t, cov = ct, shape = (tt,specise))
This 62 dimensional normal distribution accounts the most time spend, which is understandable.