GaussianRandomWalk error 4.0.0b5

init has to be an “unnamed” distribution, created with the .dist API. In your code you should use this:

starting_distro = pm.Normal.dist(mu=educated_guess, sigma=SPAN) 

You don’t want this distribution registered in the model directly, because the logp is accounted for by the GaussianRandomWalk. Otherwise it would double count it.