Meanwhile I am suppressing the thousands of warnings via:
import logging
class DisableLogger():
def __enter__(self):
logger = logging.getLogger('arviz.stats.stats_utils')
logger.disabled = True
def __exit__(self, exit_type, exit_value, exit_traceback):
logger = logging.getLogger('arviz.stats.stats_utils')
logger.disabled = False
with DisableLogger():
function_that_produces_warnings()