How can i sample posteriors from training-data, run posterior predictive on testing data (with complex factor graph)

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I edited some small mistakes, but glad to help.

I understand your real model is much more complex, but hopefully this illustrates the principle. For each row of your data, make an integer array that maps it to the coefficient dimension you care about (in this case, which day-knot goes to which row), then include a pm.MutableData for the integer array, which you will use to fancy index something somewhere in the model.

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