Issues

• Structural models have no moving-average component

  feature requeststatespace
  pymc-devs/pymc-extras#798 · Filter by author jessegrabowski opened on Oct 16, 2026

• MeasurementError can't take a known, time-varying observation variance

  feature requeststatespace
  pymc-devs/pymc-extras#797 · Filter by author jessegrabowski opened on Oct 16, 2026

• Structural build() gives no way to override make_likelihood or make_filters

  feature requeststatespace
  pymc-devs/pymc-extras#796 · Filter by author jessegrabowski opened on Oct 16, 2026

• Migrate marginalize and conditional to the main pymc repo

  pymc-devs/pymc-extras#782 · Filter by author zaxtax opened on Sep 28, 2026
  2

• Prior.create_likelihood_variable detaches tensor parameters, so pm.set_data stops reaching the likelihood

  pymc-devs/pymc-extras#764 · Filter by author anevolbap opened on Sep 8, 2026
  1

• Trainer.fit reads len(data) as the dataset size, so minibatch likelihoods get the wrong scale

  pymc-devs/pymc-extras#758 · Filter by author YichengYang-Ethan opened on Sep 3, 2026
  2

• ENH: Introduce a callbacks mechanism to the Trainer class

  pymc-devs/pymc-extras#755 · Filter by author zaxtax opened on Aug 29, 2026

• Move optimizers to pytensor-ml

  pymc-devs/pymc-extras#754 · Filter by author zaxtax opened on Aug 29, 2026
  2

• Hessian in find_MAP/fit_laplace/fit_dadvi is a Scan; expose a vectorize flag

  feature requestinference
  pymc-devs/pymc-extras#752 · Filter by author jessegrabowski opened on Aug 25, 2026

• Update find_MAP's return type annotation to DataTree

  pymc-devs/pymc-extras#751 · Filter by author jessegrabowski opened on Aug 25, 2026

• Conditional sampling breaks when a statespace matrix is assigned whole instead of by index

  bugstatespace
  pymc-devs/pymc-extras#736 · Filter by author jessegrabowski opened on Aug 14, 2026

• Marginalized DiscreteMarkovChain: NaN gradients once the forward message exceeds the float exp limit

  pymc-devs/pymc-extras#720 · Filter by author AlexanderFengler opened on Jul 29, 2026
  1

• test_parallel_paths_match_serial_per_path is failing on windows CI with pytensor==3.2.3

  bughelp wantedpytensortests
  pymc-devs/pymc-extras#719 · Filter by author jessegrabowski opened on Jul 28, 2026

• Improvements Weather Example

  docs
  pymc-devs/pymc-extras#703 · Filter by author juanitorduz opened on Jul 1, 2026
  

• fit_dadvi fails with gradient_backend="jax"

  pymc-devs/pymc-extras#694 · Filter by author jaj42 opened on Jun 16, 2026
  3

• find_MAP: jitter has multiple issues

  pymc-devs/pymc-extras#687 · Filter by author velochy opened on May 28, 2026
  1

• name= support in SARIMAX / VARMAX / ETS / DFM

  pymc-devs/pymc-extras#671 · Filter by author opherdonchin opened on Apr 10, 2026

• Pathfinder doesn't respect vectorize argument in idata postprocessing

  enhancementsfeature request
  pymc-devs/pymc-extras#669 · Filter by author jessegrabowski opened on Apr 7, 2026
  2

• ENH: HTML model table with LaTeX-rendered equations for notebook display

  hackathon
  pymc-devs/pymc-extras#665 · Filter by author drbenvincent opened on Mar 18, 2026
  1

• ENH: Local sensitivity checks for PyMC posterior predictions .

  pymc-devs/pymc-extras#659 · Filter by author vkverma9534 opened on Feb 26, 2026
  7

• Pathfinder runs out of memory for large models

  pymc-devs/pymc-extras#651 · Filter by author velochy opened on Feb 17, 2026
  2

• Can we do away with pydantic for Prior

  pymc-devs/pymc-extras#644 · Filter by author ricardoV94 opened on Feb 9, 2026

• Move distributions implemented here to "distributions"?

  hackathon
  pymc-devs/pymc-extras#639 · Filter by author aloctavodia opened on Feb 5, 2026
  5

• Reduce the number of CI test jobs

  tests
  pymc-devs/pymc-extras#628 · Filter by author jessegrabowski opened on Jan 24, 2026

• Investigate why we end up with an unoptimized Blockwise of Reshape in test example

  pytensorquestion
  pymc-devs/pymc-extras#624 · Filter by author ricardoV94 opened on Jan 8, 2026