My target is to get samples from a complex distribution p(X,theta). Given: (1) p(X, theta) is not known, but we know p(X, theta) ∝ f(X,theta), where f is a known function; X is a random vector of N dimension; and theta is a parameter vector of K dimension. (2) theta is known. I want to get a ser…

Can pymc3 get samples from a (not posterior) complex distribution using MCMC?

junpenglao June 30, 2019, 1:18pm 4

You are not using the Densitydist right, see eg: Problem model definition PyMC3

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