Implementing a more sophisticated pymc3 model

[junpenglao]

For numerical integration, you should check out the following posts:

Custom theano Op to do numerical integration

I think I worked out how to do that. I implemented a more general integration op: from scipy.integrate import quad import theano import theano.tensor as tt import numpy as np class Integrate(theano.Op): def __init__(self, expr, var, *extra_vars): super().__init__() self._expr = expr self._var = var self._extra_vars = extra_vars self._func = theano.function( [var] + list(extra_vars), self._expr, on_unused_input='ig…

PyMC3 : Using a parameter as a limit of integral

Try rewrite the function f into a theano function, remove the numpy.vectorize, and use the integration theano.Ops from below.