How to create Bayesian data fusion in python with pymc3?

r_hat doesn’t make any sense for a prior, because you already know the target distribution. From what you report about the posterior, your sampler is not converging. The generic solution for divergences is to increase target_accept to be closer to 1.0, but an r_hat of 2.6 to 6 suggests that there is no mixing at all happening between your chains, and there is something more fundamentally wrong in your modeling approach.