Hi, I’m toying with a Normal MixtureModel. The weights are Dirichlet: import pymc3 as pm import numpy as np import theano.tensor as tt W = np.array([0.35, 0.4, 0.25]) with pm.Model() as model: w = pm.Dirichlet('w', np.ones_like(W)) mu = pm.Normal('mu', 0., 10., shape=W.size) tau = pm.Gamma('ta…

Dirichlet with random shape

aclam February 14, 2023, 7:43am 8

@junpenglao Sounds good. I have opened a new post here, thanks!

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