I am trying to work with automatic imputation in a multivariate model and am seeing that while there previously used to be multivariate imputation, there is currently not. For example Using this notebook: [pymcon] Missing value handling.ipynb · GitHub loc = np.array([-2., 4.]) scale = np.array([2…

We don’t have an API in place yet, but you can do it easy enough with a Potential import pymc as pm import numpy as np import aesara.tensor as at data = np.zeros((3,2)) data[[0, 1, 2, 2], [0, 1, 0, 1]] = np.nan print(data) with pm.Model() as m: # Create a vector of flat variables for the uno…

Automatic Imputation of Multivariate models

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ricardoV94 December 19, 2022, 9:57pm 5

Flat is just a way to sample a variable without an intrinsic prior, and Potential is a way to directly add a log-probability term to the model.

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Automatic Imputation of Multivariate models

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