Connecting two Dirichlet distributions through a probability (correlation?) matrix

Hello Ricardo,

thank you for your response. I will check out the link you provided.
I tried to keep the problem definition as concise as possible, not to overwhelm the reader with unnecessary details.

The described system is a Bayesian network. So via a measurement at any node, I need to recompute the probabilities inside the network accordingly, using PyMC3. I need every node to change accordingly to the measurement. Doing the whole Bayesian network inference in cases with a non-trivial number of nodes manually is quickly taking off in complexity and computation time.

Best regards

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