Hi everyone, I’m working on comparing models in PyMC, especially ones where I’ve marginalized latent discrete variables. I’m wondering if it’s straightforward to use the log-likelihood output from PyMC for this comparison, or if there are additional steps needed. Does anyone have experience or ins…

Depending on what types of latent variables you’re marginalizing, you could try the new automatic marginalization features in pymc-experimental. They now support automatic un-marginalization as well, so you can fit the model then automatically recover the posterior distributions over the discrete va…

Comparing Models with Marginalized Latent Discrete Variables in PyMC

Questions v5

qipengchen March 19, 2024, 7:04am 3

Big thanks for the quick and insightful reply! That is very useful for my work ! Can’t wait to try the automatic marginalization features.

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Comparing Models with Marginalized Latent Discrete Variables in PyMC

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