Yes! A lot of Thanks! PyMC gives a full posterior distribution of the parameters, and the posterior distribution computed by NUTS is actually composed of the accepted samples of HMC. In such case, I need the accepted samples of HMC at each iteration, because GMM is also changed with the procedure of sampling process of NUTS. However, I don’t know how to query the accepted samples of HMC at each iteration, the trace operation within PyMC can only give all of the accepted samples after the inference process of NUTS is finished.