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Add a test for SMC sampling from CustomDist in multiple processes #7337

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Add a test for SMC sampling from CustomDist in multiple processes #7337

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15 changes: 15 additions & 0 deletions tests/smc/test_smc.py
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Expand Up @@ -133,6 +133,21 @@ def test_unobserved_categorical(self):

assert np.all(np.median(trace["mu"], axis=0) == [1, 2])

def test_parallel_custom(self):
def _logp(value, mu):
return -((value - mu) ** 2)

def _random(mu, rng=None, size=None):
return rng.normal(loc=mu, scale=1, size=size)

def _dist(mu, size=None):
return pm.Normal.dist(mu, 1, size=size)

with pm.Model():
mu = pm.CustomDist("mu", 0, logp=_logp, dist=_dist)
pm.CustomDist("y", mu, logp=_logp, class_name="", random=_random, observed=[1, 2])
pm.sample_smc(draws=6, cores=2)

def test_marginal_likelihood(self):
"""
Verifies that the log marginal likelihood function
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