I have a question about implementing a Hierarchical model in PyMC using a Black Box loglikelihood function. Specifically, I want to make sure that PyMC is receiving correct inputs from the likelihood function. I have a model with 4 parameters, with one partially pooled across three data sets. I h…

You can convert every item to a pytensor variable first and then stack them together (if they have compatible shapes). You can also use a scan, nothing wrong with it. But when you can use single arrays and treat data in batches it’s usually more performant because of vectorization. That of course …

Hierarchical Model with Black Box Loglikelihood

Questions version agnostic

mmurrow95 February 27, 2023, 6:41pm 7

Converting them to pytensor variables and stacking worked great! The potential call is flexible, I can make that function do whatever it needs to now that I have more input input flexibility.

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Hierarchical Model with Black Box Loglikelihood

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