Hi, here’s a very simple version that still has the bug:
import pymc as pm
import numpy as np
with pm.Model() as model:
tau = pm.Gamma('tau', alpha=1, beta=1e-4, initval=1.3)
P = pm.MvNormal('P', shape=3, mu=np.ones(3), cov=np.identity(3))
trace = pm.sample(step=pm.NUTS([model['tau']]), random_seed=101, draws=100, tune=200, chains=4)
The error goes away when I remove the step
parameter, so maybe it has to do with that.
There is also no error when only 3 chains are run, instead of 4.