Ok, thanks. It looks like it could be a local compilation error, so not a Theano or PyMC3 issue – pinging @brandonwillard, as he knows much more about this than me!
Sorry to ask you that, but could you create a brand new conda virtual env using only the conda-forge channel? Meaning that when you do conda env create ... and conda install ... you make sure to add -c conda-forge. That way, we’ll be sure python, the C compiler, PyMC3 and Theano all come from the same source, because this could be the issue.
If this still doesn’t solve it, could you share some data so that we can run your model and try to reproduce the issue?