My question is to build a super-likelihood function from several random variables. The distribution of each variable is standard. Using two random variables as an example, the target super-likelihood is like this: S = F1^w1 * F2^w2 (w1 + w2 = 1) and logS = w1 logF1 + w2 log F1 (w1 + w2 = 1) Wher…

Hi junpenglao, Maybe my description of the question is misleading. I do not want to do observed deterministic inference, but try to write codes to build customized likelihood from a Normal and a Bernoulli variable by logp_ = w1 * ln( LL(feat1) ) + w2 * ln( LL(feat2) ) Where feat1 ~ Bernoulli dist…

So, if I am gathering everything correctly, you want to create a model whose error (I do not like such Frequentist terms, but I don’t know the appropriate Bayesian way to say it) is distributed according to some custom product of standard distributions (in this case, a Bernoulli and Normal distribut…

Hi Gon_F, Someone told me that Poisson zeros ones trick can do this. And I found this can be done using JAGS. Please see the link below. I want to do similar thing - using several standard distribution to construct a new likelihood. http://www.medicine.mcgill.ca/epidemiology/Joseph/courses/common/…

Seems like you are looking for a zero inflated poisson distribution. https://docs.pymc.io/api/distributions/discrete.html#pymc3.distributions.discrete.ZeroInflatedPoisson

Could be. But I do not know how to use it. Can you tell me how to use it into my question?

Also, can you take a look at the codes? I draft these codes based on a question you have answered before, but it does not work: [image] How to set up a custom likelihood function for two variables Questions Thanks for the response. However, I still encountered some errors…

try to write codes to build customized likelihood from a Normal and a Bernoulli variable by logp_ = w1 * ln( LL(feat1) ) + w2 * ln( LL(feat2) ) It sounds like you are dealing with a mixture model, which means the data is generated from multiple distribution and mixed together. You should instea…

How to model product of multiple random variables

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junpenglao June 24, 2019, 6:04pm 2

See eg Observed Deterministic for related discussion.

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How to model product of multiple random variables

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