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

stst February 9, 2023, 10:02pm 6

This is great - thanks a lot!

Topic		Replies	Views
Combining Theano variables and Numpy arrays in custom step function Questions	4	510	October 30, 2020
Custom sampling step Questions	36	2637	November 8, 2022
Sample method of pymc3 Questions	4	685	July 15, 2018
Creating A custom step function Questions	6	1059	December 10, 2021
Writing a Gibbs sampler in PyMC is just as hard and coding it from scratch? v3	3	2014	May 23, 2022

Incorrect step assignments with custom step function

Related topics