Is it possible to change the prior (or the parameters of the prior) during the inference? I tried defining the prior with the shared variable as shown below. shared_mu = shared(np.ones(d)) shared_sd = shared(np.ones(d)) w = pm.Normal(‘w’, mu=shared_mu, sd=shared_sd, shape=d) Then I get an err…

Changing prior during inference

junpenglao August 10, 2018, 7:12am 2

you can, the error you are seeing is a bug, see workaround here: Normal distribution throws errors when using shared variables

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