NotImplementedError: No JAX conversion for the given `Op`: AllocDiag{offset=0, axis1=0, axis2=1}

Hi @twiecki ,

Good day.
I manage to solve both issue.
I wait for a while and updated to Pymc3 v4, although it is still unstable now.

regarding the problem I mentioned in example, actually is my settings issue. If we install numpyro v0.6.0 and jax v0.2.10, the exmaple will run with no problem.

I will still wait for official release of Pymc3 v4.
Thank you very much.

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