* update gp-latent nb to use arviz

* rerun, run black

* rerun after fixes from comments

* rerun black

* rewrite radon notebook using ArviZ and xarray

Roughly half notebook has been updated

* add comments on xarray usage

* rewrite 2n half of notebook

* minor fix

* rerun notebook and minor changes

* rerun notebook on pymc3.9.2 and ArviZ 0.9.0

* remove unused import

* add change to release notes

…ostics (pymc-devs#3981)

* first attempt to vectorize smc kernel

* add ess, remove multiprocessing

* run multiple chains

* remove unused imports

* add more info to report

* minor fix

* test log

* fix type_num error

* remove unused imports update BF notebook

* update notebook with diagnostics

* update notebooks

* update notebook

* update notebook

* Honor discard_tuned_samples during KeyboardInterrupt

* Do not compute convergence checks without samples

* Add time values as sampler stats for NUTS

* Use float time counters for nuts stats

* Add timing sampler stats to release notes

* Improve doc of time related sampler stats

Co-authored-by: Alexandre ANDORRA <andorra.alexandre@gmail.com>

Co-authored-by: Alexandre ANDORRA <andorra.alexandre@gmail.com>

* Drop support for py3.6

* Update RELEASE-NOTES.md

Co-authored-by: Colin <ColCarroll@users.noreply.github.com>

Co-authored-by: Colin <ColCarroll@users.noreply.github.com>

Closes pymc-devs#3994.

* Add more info to divergence warnings

* Add dataclasses as requirement for py3.6

* Fix tests for extra divergence info

* Remove py3.6 requirements

This reverts commit 1bf867e.

Co-authored-by: Adrian Seyboldt <aseyboldt@users.noreply.github.com>

* Merge close remote connection

* Manually pickle step method in multiprocess sampling

* Fix tests for extra divergence info

* Add test for remote process crash

* Better formatting in test_parallel_sampling

Co-authored-by: Junpeng Lao <junpenglao@gmail.com>

* Use mp_ctx forkserver on MacOS

* Add test for pickle with dill

Co-authored-by: Junpeng Lao <junpenglao@gmail.com>

* Fix posterior pred. sampling keep_size w/ arviz input.

Previously posterior predictive sampling functions did not properly
handle the `keep_size` keyword argument when getting an xarray Dataset
as parameter.

Also extended these functions to accept InferenceData object as input.

* Reformatting.

* Check type errors.

Make errors consistent across sample_posterior_predictive and fast_sample_posterior_predictive, and add 2 tests.

* Add changelog entry.

Co-authored-by: Robert P. Goldman <rpgoldman@sift.net>

* update notebook

* move dist functions out of simulator class

* fix docstring

* add warning and test for automatic selection of sort sum_stat when using wassertein and energy distances

* update release notes

* fix typo

* add sim_data test

* update and add tests

* update and add tests

…-devs#3989)

* fix the expression of periodic kernel

* revert change and add doc

* FIXUP: add suggested doc string

* FIXUP: revertchanges in .gitignore

* Fix for issue 4022.

Check for support for `warn` argument in `matplotlib.use()` call. Drop it if it causes an error.

* Alternative fix.

… in MLDA notebooks and script examples. This is done because of the bug described in arviz-devs/arviz#1279. The commit also changes a few parameters in the MLDA .py example to match the ones in the equivalent notebook.

* Remove Dirichlet distribution type restrictions

Closes pymc-devs#3999.

* Add missing Dirichlet shape parameters to tests

* Remove Dirichlet positive concentration parameter constructor tests

This test can't be performed in the constructor if we're allowing Theano-type
distribution parameters.

* Add a hack to statically infer Dirichlet argument shapes

Co-authored-by: Brandon T. Willard <brandonwillard@users.noreply.github.com>

to keep mlda_develop updated with recent changes.