TTV fit sampling behaves strangely for long light curves about exoplanet

[dfm]

I expect that the issue here is caused by the fact that when you increase the baseline it drastically increases the number of transits, and hence the number of parameters since there's one parameter per transit. When you're working with such a large number of parameters, there a number of things that you'll need to keep in mind, and it can be annoying to tune! So, I'd say that this isn't really a bug, and more of a conceptual point.

I expect that the primary issue that you're hitting here is related to using a dense mass matrix (that's the default when you use pmx.sample), since it'll try to tune a num_params x num_params matrix during burn in and you can end up with catastrophically bad results when the number of parameters is too large. The simplest thing to try first is to switch to pm.sample instead of pmx.sample since that will use a diagonal mass matrix by default. You might also try using the "parameter groups" feature in pymc3-ext: https://github.com/exoplanet-dev/pymc3-ext#parameter-groups, but that might be overkill!

Give that a shot and I can help debug if it doesn't work right away.

[ssagear]

Ah yes, using pm.sample instead of pmx.sample worked beautifully!! Thank you so much for the quick response and suggestions. It definitely makes sense that the problem occurs when there's a large # of parameters. I'll also look into the parameter groups feature for the future!