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?

ricardoV94 November 7, 2023, 12:15pm 6

That’s really cool!

1 Like