The error message I get is:
You can find the C code in this temporary file: C:\Users\FABIAN~1\AppData\Local \Temp\theano_compilation_error_z64rcaov
Traceback (most recent call last):
File "<string>", line 1, in <module>
File "C:\Users\fabianmoss\Anaconda3\lib\multiprocessing\spawn.py", line 105, in spawn_main
exitcode = _main(fd)
File "C:\Users\fabianmoss\Anaconda3\lib\multiprocessing\spawn.py", line 115, in _main
self = reduction.pickle.load(from_parent)
File "C:\Users\fabianmoss\Anaconda3\lib\site-packages\theano\compile\function _module.py", line 1082, in _constructor_Function
f = maker.create(input_storage, trustme=True)
File "C:\Users\fabianmoss\Anaconda3\lib\site-packages\theano\compile\function _module.py", line 1715, in create
input_storage=input_storage_lists, storage_map=storage_map)
File "C:\Users\fabianmoss\Anaconda3\lib\site-packages\theano\gof\link.py", li ne 699, in make_thunk
storage_map=storage_map)[:3]
File "C:\Users\fabianmoss\Anaconda3\lib\site-packages\theano\gof\vm.py", line 1091, in make_all
impl=impl))
File "C:\Users\fabianmoss\Anaconda3\lib\site-packages\theano\gof\op.py", line 955, in make_thunk
no_recycling)
File "C:\Users\fabianmoss\Anaconda3\lib\site-packages\theano\gof\op.py", line 858, in make_c_thunk
output_storage=node_output_storage)
File "C:\Users\fabianmoss\Anaconda3\lib\site-packages\theano\gof\cc.py", line 1217, in make_thunk
keep_lock=keep_lock)
File "C:\Users\fabianmoss\Anaconda3\lib\site-packages\theano\gof\cc.py", line 1157, in __compile__
keep_lock=keep_lock)
File "C:\Users\fabianmoss\Anaconda3\lib\site-packages\theano\gof\cc.py", line 1620, in cthunk_factory
key=key, lnk=self, keep_lock=keep_lock)
File "C:\Users\fabianmoss\Anaconda3\lib\site-packages\theano\gof\cmodule.py", line 1189, in module_from_key
module = lnk.compile_cmodule(location)
File "C:\Users\fabianmoss\Anaconda3\lib\site-packages\theano\gof\cc.py", line 1523, in compile_cmodule
preargs=preargs)
File "C:\Users\fabianmoss\Anaconda3\lib\site-packages\theano\gof\cmodule.py", line 2396, in compile_str
(status, compile_stderr.replace('\n', '. ')))
Exception: ('The following error happened while compiling the node', Softmax(El emwise{sub,no_inplace}.0), '\n', 'Compilation failed (return status=3): ', '[So ftmax(<TensorType(float64, matrix)>)]')
forrtl: error (200): program aborting due to control-C event
To be clear: I did not press CTRL+C 
I tried your suggestion and it kind of worked. Could you explain me why?
Also, for binomial.check_test_point() I get
n -1.95
p_interval__ -2.41
w_stickbreaking__ -1.39
mixture NaN
Name: Log-probability of test_point, dtype: float64
Name: Log-probability of test_point, dtype: float64
The result looks odd though:
