See https://github.com/TuringLang/DynamicPPL.jl/issues/182
Though I am not sure how one should provide the observations — as part of the model or in the string macro? So the following works for me:
using Turing
@model function gdemo(x, y)
s² ~ InverseGamma(2, 3)
m ~ Normal(0, sqrt(s²))
x ~ Normal(m, sqrt(s²))
y ~ Normal(m, sqrt(s²))
end
model = gdemo(missing, missing)
prob"x = 3.0, y = 3.0 | model = model, s = 1.0, m = 1.0"