@junpenglao, thanks a lot for your help! The code runs fine if the number of elements in x/y_obs is small. However, when I increase the number to more than 200, I get the following message :
fatal error: bracket nesting level exceeded maximum of 256. ]
I found this problem discussed already (https://github.com/pymc-devs/pymc3/issues/624), and increased the bracket nesting level. However, this has slowed down the program by a huge factor.
Should I try rewriting the IntegrateOps to accept vector inputs, would this make the program faster? Or are there any alternatives to bypass this problem? Thank you again for your help.