Irregularly Spaced Observations for Gaussian Random Walk

Thanks for the quick reply! This example is very detailed and helpful. Also good catch on the second elif, that’s my bad.

I have just two quick questions.

  1. What does the line zt_idx = pm.Deterministic('zt_tp', zt[np.array([0, 25, 50, 75, 99])]) mean/do?
  2. Why the choice of init='advi+adapt_diag'?