Thank you so much for your answer. I will need to think about it a bit to fully understand what is going on. In any case, the new PyMC is really great. The examples with GP and NUTS for time series took up my attention already 
Thank you so much for your answer. I will need to think about it a bit to fully understand what is going on. In any case, the new PyMC is really great. The examples with GP and NUTS for time series took up my attention already