I would like to write my own sampler, specifically for the Reversible Jump Markov Chain Monte Carlo algorithm. To do so, I’m trying to find guides on samplers and step functions in PyMC3. So far I’ve found found this guide which talks about it. But it’s more of a recipe which doesn’t really tell me…

Creating A custom step function

ricardoV94 December 3, 2021, 3:45pm 2

If we don’t have we should definitely make one! If nobody replies here for a while I would suggest you open an issue on Github requesting new documentation exactly for this.

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Creating A custom step function

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