sample_ppc uses a single chain only

[aplavin]

Judging both by the behavior of sample_ppc and its implementation code I see that it samples from a single chain of a MultiTrace. I guess that's because indexing into such trace returns samples from a single chain only and its len() is equal to the number of samples per chain. Not sure if that's on purpose, but it's certainly unexpected.

Versions and main components

• PyMC3 Version: 3.1
• Theano Version: 0.9.0
• Python Version: 3.6
• Operating system: Linux
• How did you install PyMC3: conda

[junpenglao]

Thanks for reporting @aplavin. @AustinRochford was working on a PR a while back #2460.

Any recent progress @AustinRochford?

[junpenglao]

Oops found it, actually I think this is already resolved: #2567

[aplavin]

@junpenglao well, it doesn't look resolved. I have e.g. the points iterator defined there, but sample_ppc doesn't use it anyway.

[junpenglao]

Oh I see. PR welcome ;-)