Hello all, My question is not limited to PyMC3, and is more general. Say I have two models characterized by two parameters \theta and \lambda, infered from two unrelated datasets. I run my sampler twice and get two traces for the variables. How do I combine these traces to estimate, say, \theta * \…

Deterministic function of parameters coming from different models

junpenglao May 31, 2018, 5:35pm 2

If the model are nested and the number of observation is identical in both model you can multiple the two directly.

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