I was able to reduce the data to a single point which would give a “SamplingError: Bad initial energy” error. Strangely it was not the largest data point in the data set.
Y_OBS = 100 # No error
Y_OBS = 561270; # Error
Y_OBS = 561270 - 1000; # Error
Y_OBS = 561270 - 10000; # No error
Y_OBS = 798568; # No error
mu = pm.Normal("mu", mu=0, sd=10)
Y = pm.NegativeBinomial("Y", mu=2**mu, alpha=10, observed=Y_OBS);
Any idea of why this happens?
Thanks!