Hello all,
I’m interested in writing a custom step method that can make use of variables which are represented as pm.Deterministic
somewhere in the model definition. Currently, I only see how to do this for free RVs which are handled in the point
object passed around behind the scenes. For example, see below:
class MyStep(BlockedStep):
def __init__(self, var):
# Some important initialization stuff here....
def step(self, point):
# Here, I'd like to make use of the values of a Deterministic variable,
# but they don't appear as key:value pairs in `point`.
return point
Any ideas on how to tackle this are appreciated! For context, I am using this to do Gibbs sampling for discrete variables in a hybrid Bayesian network + latent Markov random field model. In this scenario, there are difficulties that prevent me from using the CategoricalGibbsMetropolis
stepper.