Hello, I have been trying to transcribe a model that I have in PyMC3 using the library Theano to PyMC4 using Aesara. However, I’m getting few errors, I think that my problem is to generate my covariance matrix. In PyMC3 I was using the following function σ = pm.HalfNormal(‘σ’, sd = 10, shape = 4) …

Hi! If all you want to do is get a diagonal matrix, you could use broadcast multiplication together with an identity matrix, as in: cov = at.eye(4) * σ. Alternatively, you could use np.diag_indices in conjunction with at.set_subtensor. at.set_subtensor will be more flexible if you need to make arbi…

Implementation nlinalg.alloc_diag() in Aesara tensor

Questions v5

jessegrabowski July 28, 2022, 1:19pm 5

I didn’t know about that one! There’s also at.diag. Seems making diagonal matrices is popular enough to warrant several options.

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Implementation nlinalg.alloc_diag() in Aesara tensor

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