In order to port a complex PyMC3 model with custom conjugate steppers involving transformed variables to v5, I am trying to update this excellent old PyMC3 example from the docs to v5. The first issue I am running into (I am sure there will be more) is that pm.sample doesn’t appear to set up the st…

I removed the Dirichlet transform. Here is a working snippet: import numpy as np import pymc as pm from pymc.step_methods.arraystep import BlockedStep def sample_dirichlet(c): gamma = np.random.gamma(c) p = gamma / gamma.sum(axis=-1, keepdims=True) return p class ConjugateStep(Blocked…

Incorrect step assignments with custom step function

Questions v5

junpenglao February 9, 2023, 8:25am 2

Does seems like a bug, @ricardoV94 any idea?

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Incorrect step assignments with custom step function

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