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It seems that the logp being evaluated in ElemwiseCategoricalStep
is incorrect:
ElemwiseCategorical
evaluate the logp of the RV and its parent:
https://github.com/pymc-devs/pymc3/blob/fde52a4a69be1b0887a2f7861801fb48c941bbe6/pymc3/step_methods/gibbs.py#L39-L40
https://github.com/pymc-devs/pymc3/blob/fde52a4a69be1b0887a2f7861801fb48c941bbe6/pymc3/step_methods/gibbs.py#L53-L56
Instead, it should evaluate on the conditional logp only (as in Gibbs sampling).
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