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Description of your problem
This issue is a spin off from a discussion in #5787. At the moment of that PR, our step methods rely on the global numpy random state to generate random numbers. It would be great to modify the step methods to allow them to have their own random generator that could then be used to generate all of their random number proposals.
Surprisingly, metropolis has some proposal distributions that could in principle take a random stream, the problem is that the actual steppers don't expose an easy to access random stream generator argument for users (or pm.sample
) to set. HMC on the other hand is plagued with calls to numpy.random.some_method