Can PYMC3 handle graphs that are not DAGs, i.e. there are loops in between? Basically, I have a set of coupled ODEs which I have time-discretized, so that now they look like algebraic equations. However, instead of collecting them all up into a matrix and solving a linear Ax = b like system, I’d like to group the variables according to some other scheme. This introduces several plates some of which (because of the coupling ) have loops between them in the computational graph.
Example: dx/dt = f1(x,y), dy/dt = f2(x,y)
I want to have these two as separate plates so that
x(t+1) = x(t) + dt * f1 (x(t), y(t) ) … plate1
y(t+1) = y(t) + dt * f2(x(t), y(t) ) … plate2
and you have a loop in the computational graph between plate1 and plate2.