How to model sinusoids in white gaussian noise

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11

Oh, and if you have frequencies with very different orders of magnitude, then maybe it is better to use VanMiseslength with some arbitraty length distribution that the sampler likes (say pm.Normal.dist(mu=4, sd=1) or so), then just ignore the second output and introduce a separate variable for the actual frequency:

with pm.Model() as model:
    length = pm.Bound(pm.Normal, lower=0).dist(mu=4, sd=1)  # The sampler seems to like this
    vals = VonMisesLength('a', mu=np.pi/4, kappa=1, length_dist=length, shape=(3, 2))
    # _ = vals[..., 0] # we don't need this
    phase = vals[..., 1]  # is in (-pi, pi)
    frequency = pm.HalfNormal('freq', ...)