Simple markov chain with aesara scan

The code needed is what is messy/ugly (subjective opinion), but the approach should be perfectly fine.

The moment is not an error, just a warning. You can set an initval when you call model.register_rv, if you want to fix the initial point to a specific value. If you are okay with a draw from the prior, you can set initval="prior", to silence the warning. If your scan variable is observed, you won’t need to, in that case you pass the observed data as data when calling model.register_rv.

For the error, I need to try it out :slight_smile: