I have a model where there is this mixture-esque deterministic equation (p * exp(-k1*d)) + ((1-p) * exp(-k2*d)) where p, k1, and k2 are stochastic variables and d is data. The samples being returned are seemingly sensible, it’s just there’s no chain convergence. For example, samples of chain 1 of k…

Yes, you are seeing label switching in your trace. It happens a lot with mixture models. One of the must-reads related to this topic is Michael Betancourt’s Stan case study Identifying Bayesian Mixture Models . I have a Gist here replicating all the experiment in PyMC3. As an experiment, you can al…

Constrain one variable to be greater than another

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drbenvincent January 28, 2018, 1:05pm 3

Awesome. Have implemented reparameterization and it seems to be working just fine

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Constrain one variable to be greater than another

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