Inspired by reading BDA3, I wrote something on Dirichlet-Multinomials and PyMC3 someone might find useful:
Really interesting and well-written, thank you @clausherther!
Just a thought : when writing the 1st polling_model, technically speaking, I guess you would have to precise that the Dirichlet prior is of shape (3,), as you do in the second one? But you don’t do it because PyMC can infer it from the vector a, right?
Thanks again for you post, I’ve been reading too on DM models, and there aren’t lots of quality resources on them
You’re right, I was a bit lazy in leaving out the
shape parameter in the first example. Thanks for reading!
Hi @clausherther! Piggybacking on our discussion above, I wrote and implemented a model to forecast European elections in France: https://www.pollsposition.com/indicateurs/forecast_europeennes2019
All in and PyMC3 of course Thought that would interest you! And ping me back if you have any feedback!