The model is quite simple. The n_subject equalls 200, which means the shape of alpha is 200.
It take seconds to create this variable, and seconds to run subject_alpha = alpha[idx]. But to run mcmc this operation has to run for every data item and every sample which makes the time too long. I’m not sure if this time consumption is normal.
I have updated pymc to the latest version and i’m running on a 32core 256G red hat computer.
Thanks for help
with pm.Model() as model:
# top level proirs alpha_alpha = pm.HalfNormal(sigma=1, name='alpha_alpha') alpha_beta = pm.HalfNormal(sigma=1, name='alpha_beta') # subject level proirs alpha = pm.Beta(alpha=alpha_alpha, beta=alpha_beta, shape=n_subjects, name='alpha') for subject_data in subject_data_list: subject_alpha = alpha[idx]