I mean’t set_data but it doesn’t seem to be involved in your case.
The compiled or not nutpie model is irrelevant, it’s just used to get the posterior trace. I suspect you see the same problem if you use the sample interface with sample(nuts_sampler="nutpie")?
This can happen because nutpie is not returning the same inferencedata that pymc default sampler does, probably missing something in constant_data or observed_data?