I have been looking over quite a few examples. I am just wondering how to choose a proper distribution for the likelihood step? For instance, I am looking at at hierarchical switchpoint analysis, with continuous measurement instead of count data? Should I be using a pm.Poisson for the likelihood?…

How to choose a distribution for the likelihood step?

junpenglao March 20, 2019, 3:36pm 2

If your measurement is continuous on the real domain, pm.Normal usually is a good choice as a first start.

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