Using multiple chains in SMC in PyMC3

The source code you are seeing on github corresponds to V4 which is now the master/main branch in github. When you follow the Wiki installation instructions you will get that version. You probably want V3 which you can get by conda/pip installing pymc3 the usual way.

If you want to install from github (not recommended) you would need to clone the repo and checkout the v3 branch and then install with pip install -e <path_to_cloned_repo>.

The API of sample_smc in V3 was not as harmonized with sample as in the future V4. Anyway you have the keyword chains there and optionally the keyowrd parallel if you want those multiple chains to be sampled in parallel.

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