Feature: allow multiple PymcStateSpace instances via name parameter

[opherdonchin]

Summary

Add a name: str parameter to PymcStateSpace so multiple independent state-space models can coexist in a single PyMC model without name collisions.

Motivation

• Many real problems combine several latent processes (e.g., multiple subjects, multiple modalities, etc.).
• Currently, internal RV/graph names collide; a name kwarg scopes internal variables and allows clean composition.

Proposed API

ssm = PymcStateSpace(
    ...,
    name="vision",   # optional, defaults to existing behavior if omitted
)

• When name is provided, internal RVs/coordinates are prefixed/namespaced accordingly.
• When omitted, behavior is 100% backward compatible.

Docs / Example

• Docstring update for PymcStateSpace parameters.

Performance / Risks

• Negligible performance impact (string prefixing only).
• No breaking changes expected.

Reference implementation

• Fork/branch: https://github.com/opherdonchin/pymc-extras
• Happy to open a PR if maintainers approve the direction.

Questions for maintainers

• Any preferred naming convention for namespacing (e.g., {name}::var vs {name}_var)?

[jessegrabowski]

This is OK for me. The convention would be name_var. You will need something in the __init__ method of the different models (BayesianSARIMAX, VARMAX, ETS, DFM), but also in the build method of the Structural.

@Dekermanjian @AlexAndorra for visibility/more opinions.

[AlexAndorra]

I like it. Good idea @opherdonchin ! I prefer {name}_var for the convention too. Let us know when we can review or help on the PR!

[opherdonchin]

Hey. I posted a PR #611 . If you guys let me know whether there is anything I can do to move it along, I'd be grateful.