Hi, I am adapting the official PyMC Bayesian VAR example to work with missing data, see the attached minimal self-contained example at the end of this message. If I use the default nuts_sampler="pymc" when sampling, the code runs smoothly. Instead with nuts_sampler="blackjax or nuts_sampler="numpyr…

Bayesian VAR with missing data: PyTensor error when sampling with blackjax or numpyro

emanuele June 2, 2023, 5:15am 2

In addition to observing the issue on x86_64 Ubuntu 20.04, I can reproduce the exact same issue on M1 MacBook Pro too - via mambaforge for arm64.

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