Hi,

I am working my way through the pyro tutorials and I am trying to use a MCMC method

instead of SVI in the linear regression example.

I use version 1.7.0 for pyro.

Just in case, i modified the original model to make it explicitely callable (not sure it is necessary).

```
class BayesianRegression(PyroModule):
def __init__(self, in_features, out_features):
super().__init__()
self.linear = PyroModule[nn.Linear](in_features, out_features)
self.linear.weight = PyroSample(dist.Normal(0., 1.).expand([out_features, in_features]).to_event(2))
self.linear.bias = PyroSample(dist.Normal(0., 10.).expand([out_features]).to_event(1))
def forward(self, x, y=None):
sigma = pyro.sample("sigma", dist.Uniform(0., 10.))
mean = self.linear(x).squeeze(-1)
with pyro.plate("data", x.shape[0]):
obs = pyro.sample("obs", dist.Normal(mean, sigma), obs=y)
return mean
def __call__(self, x, y=None):
return self.forward(x,y)
```

I checked that it does run with the SVI algorithm.

Now, I am just calling the MCMC method:

```
import pyro.distributions as dist
from pyro.infer import MCMC, NUTS, HMC
#kernel = NUTS(BayesianRegression, jit_compile=True, ignore_jit_warnings=True, max_tree_depth=3)
kernel = NUTS(BayesianRegression, jit_compile=True)
posterior1 = MCMC(kernel, num_samples=7000, warmup_steps=800)
posterior1.run(x_data, y_data);
# Traitement des résulats
hmc_samples = {k: v.detach().cpu().numpy() for k, v in posterior1.get_samples().items()}
```

I get the following error:

empty(): argument ‘size’ must be tuple of ints, but found element of type Tensor at pos 1

which I managed to work around thanks to the answer below.

Now I am trying to get the predictions:

from pyro.infer import Predictive

```
def summary_mcmc(samples):
site_stats = {}
for k, v in samples.items():
site_stats[k] = {
"mean": torch.mean(v, 0).detach().cpu().numpy(),
"std": torch.std(v, 0).detach().cpu().numpy(),
"5%": v.kthvalue(int(len(v) * 0.05), dim=0)[0].detach().cpu().numpy(),
"95%": v.kthvalue(int(len(v) * 0.95), dim=0)[0].detach().cpu().numpy(),
}
return site_stats
hmc_samples_mcmc = posterior1.get_samples()
predictive_mcmc = Predictive(model, hmc_samples_mcmc, num_samples=300,
return_sites=("linear.weight", "obs", "_RETURN"))
samples = predictive_mcmc(x_data)
pred_summary = summary_mcmc(samples)
```

but I get an error on samples=predictive_mcmc(x_data)

shape ‘[300, 1, 1, 3]’ is invalid for input of size 153000

Any suggestion as how to work around this one ?