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Description
We can add support for Scan Ops so that joint_logprob would cover nearly arbitrary timeseries.
A lot of the relevant Scan rewrite code was written for symbolic-pymc in pymc-devs/symbolic-pymc#113 and pymc-devs/symbolic-pymc#114, so we can take some of the code/ideas from there and adapt it to aeppl.
See the Gitter conversation about this idea here. (NB: If you use https://develop.element.io/ you can also turn on LaTeX rendering in the "Labs" settings.)
Also, see these tests for explicit examples of log-likelihood generation for a simple DLM and HMM in symbolic-pymc.