Description
This is a painful gotcha I get hit by once in a while. If you have inconsistencies between the model coords and variable shapes, PyMC will still happy sample (often for hours, ask me how I know), then error out when it gets to the final step of building the idata.
I don't think there needs to be complex logic to validate static shapes etc, I'm thinking we could do a smoke test on the model initial point (or a single prior draw) to make sure it can be converted to an idata, and raise before sampling if not.