You can read the LKJ example here . For a minimal example, take the following code: import matplotlib.pyplot as plt import numpy as np import pymc3 as pm SEED = 3264602 # from random.org np.random.seed(SEED) N = 10000 μ_actual = np.array([1, -2]) Σ_actual = np.array([[0.5, -0.3], …

No, that is not normal. Thanks for reporting this :slight_smile: I’m really not sure what’s happening, both example work on my machine. The second problem sounds as if it could be related to blas. (The second warning also hints at that). Maybe theano is falling back on a python implementation for …

Strange problems with LKJ example

Questions

rosgori July 22, 2019, 6:13pm 3

With pm.sample(cores=1), the sampler works, and that is weird.

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Strange problems with LKJ example

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