That prior is way too broad. Specially since you are taking the exponent for v
. One standard devation is already enormous: np.exp(105)
is 3.989519570547216e+45
.
The mu
/ sigma
parameterization is very sensitive, as sigma is only valid if sigma < np.sqrt(mu * (1 - mu))
. You have to at least set a valid testval for each Beta
, but this hard constraint will make sampling very inefficient (no reason to use find_MAP
, if you can use MCMC
sampling). The lack of testval is probably what is giving you the invalid initial evaluation.
You can parameterize your Beta
s with alpha = w*(k-2) + 1
and beta = (1-w)*(k-2) + 1
where w = r[ti-1]
and k = 1 / v_[ti-1]
: Beta distribution - Wikipedia