Does PyMC3 have any kind of system to automatically identify when two distributions are conjugate, and then take advantage of the conjugacy for faster sampling? For larger models, using conjugate priors where such priors are just as good as non-conjugate priors can speed up sampling dramatically.

Automatic Conjugacy Detection

ricardoV94 July 24, 2021, 5:53am 5

We don’t have any cases that are not in the docs. Only ones I remember are the BetaBinomial and DirichletMultinomial

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