I have timeseries data that I’d like to model with pm.sample_smc() by first getting the posterior given the data at timepoint 1, then pass that posterior as inits for a next run that has data for timepoints 1-3, then repeat until the model has “seen” all the data. Does anyone have any existing code …

Examples for SMC with streaming data?

mike-lawrence November 1, 2023, 6:22pm 3

Working on my own code now; is there a straightforward way to extract unconstrained representation of draws from a trace object?

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