DE-Metropolis with blackbox likelihood does not terminate

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@berakrishn I am aware of two things that can inflate the runtime of pm.sample in non-obvious ways:

  • ArviZ re-evaluates the likelihood of all samples by default. If evaluation of your likelihood is expensive pass idata_kwargs=dict(log_likelihood=False) to turn it off
  • if the chains did not converge, the convergence diagnostics are slower to compute. Passing compute_convergence_checks=False disables them.

I recommend the latter until you found the right DE-MCMC(-Z) settings for your model.

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