# Bivariate Poisson

Hello, I would like to incorporate a bivariate Poisson distribution into my model.
I couldn’t find the possibility for bivariate Poisson in Pymc, so I need to model it myself.
According to Wikipedia:

A simple way to generate a bivariate Poisson distribution X_{1},X_{2} is to take three independent Poisson distributions Y_1 , Y_2 , Y_3 with means λ_1 , λ_2 , λ_3 and then set X_1 = Y_1 + Y_3 , X_2 = Y_2 + Y_3.

So far, so good. Sounds simple enough to implement. The route I wanted to take:

with pymc.Model() as bivariate_poisson:
y1 = pymc.Poisson("Y1", θ_1)
y2 = pymc.Poisson("Y2", θ_2)
y3 = pymc.Poisson("Y3", θ_3)

x1 = pymc.Deterministic("X1", y1 + y3)
x2 = pymc.Deterministic("X5", y2 + y3)


Edit: By trying to implement, I discovered that Deterministic can’t be an observed variable. Therefore, it probably also needs to be Poisson, but I am even more confused.

Is this correct? Firstly, is Deterministic correct to use? The Poisson distribution would result from the combination of the other Poissons, correct?

And the second question:
I logically only have two Poisson distributions, and therefore mu. Because of the bivariate Poisson I need three mu values.

with pymc.Model() as bivariate_poisson:
y1 = pymc.Poisson("Y1", θ_1)
y2 = pymc.Poisson("Y2", θ_2)
y3 = pymc.Poisson("Y3", ???)


How do I choose the mu for the third independent Poisson? Do I just use a Normal distribution with low prior information?

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Could you talk a little more about why you’d want to have correlated Poisson variates? Is there a specific reason you wouldn’t want to model (\log \theta_1, \log \theta_2) as draws from a bivariate normal? This construction is used quite a bit more frequently.

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You are right, this is probably exactly what I want.

Could you maybe guide me with implementing the bivariate normal, as I don’t find it to be easy :D.
As I mentioned previously, right now, I have two independent Poisson.
\theta_1 = exp(N_1 * data_1 + N_2 * data_2)
\theta_2 = exp(N_3 * data_3 + N_4 * data_4)

Is it possible to use the results of the \theta 's as the mu of the bivariate normal(with or without the exp), because I don’t seem to be able to do so. And how to choose the parameter chol?

Thank you very much for your help

Here’s an example notebook with a few ways to implement the correlated Poisson model. There’s more discussion on this thread which is essentially the same topic:

There’s a lot to unpack in that example notebook - feel free to call out specific parts that you’d like explained.

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