What is a good way to deal with defining multiple closely related PYMC models while avoiding duplicate code? For example , suppose I want to compare a model that uses Student_T versus Normal likelihood, and also I want to compare including certain features or not, etc. My current approach is to us…

I will often split out bits of my models into little functions for organization. A nice helper function is pm.modelcontext for this. You can make a function like this: def add_skew_likelihood(mu, sigma, y, alpha_mu=0, alpha_sigma=4, model=None): model = pm.modelcontext(model) with model: …

Dealing with multiple closely related models

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DrEntropy February 26, 2025, 2:22am 5

Cool, I was not aware of this function! Thanks!

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Dealing with multiple closely related models

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