Theano.scan and pm.Model() are strangely incompatible

junpenglao · May 20, 2019, 5:06pm

4m data point - well I would say you definitively need either subsample your data or find some kind of approximation.
FYI, here is a post discussing implementation of HMM: How to marginalized Markov Chain with categorical?

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Theano.scan and pm.Model() are strangely incompatible

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