NUT sampler stuck under windows with njobs>1

If you are running it from the terminal $ python code.py, then you should put

if __name__ == '__main__':
    run()

at the end of the code. Try saving below into a .py file

import pymc3 as pm
model = pm.Model()
with model:
    mu1 = pm.Normal("mu1", mu=0, sd=1, shape=10)
with model:
    step = pm.NUTS()
    trace = pm.sample(2000, tune=1000, init=None, step=step, njobs=2)

if __name__ == '__main__':
    run()