I read the Gaussian Process smoothing example in the PyMC project website, I found the example is based on PyMC version3, and the GaussianRandomWalk API used in the example is not compatible with the version 5. The code in example is here: ///Gaussian Process smoothing example LARGE_NUMBER = 1e5 mo…

Welcome! You should definitely be using the most recent version of PyMC (5.8.0 at time of this post). Unfortunately, some examples haven’t been updated yet. PRs updating examples are welcome! Although you already solved you own problem, if you prefer the precision parameterization, you can also ma…

GaussianRandomWalk for PyMC v5.6

Questions v5

ricardoV94 September 7, 2023, 5:28am 4

Technically speaking there’s no logp inference there, just a deterministic transformation.

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GaussianRandomWalk for PyMC v5.6

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