Bad initial energy: inf. The model might be misspecified

My guess is that the older implementation use Joblib for multiprocessing, which sometimes creates pickling issue. This problem is recently addressed in PR #3011 thanks to @aseyboldt

Could you please try installing PyMC3 from master and run the code again? We will also do a release shortly.

Your code can clearly run, it just very inefficient. As you can read from the warning:

The chain contains only diverging samples. The model is probably misspecified.

This is a serious issue. My suggestion is to test a smaller model first, and also replace all the halfCauchy prior with HalfNormal

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