I’m sure this question is anathema to many of you. Is there a way to obtain maximum likelihood estimates, or even just the likelihood given some parameter values, of a model in PyMC3? For context, I have an idea about how to model some data which works as a Bayesian hierarchical model in PyMC3. Ho…

Maximum likelihood estimation of a Bayesian model

junpenglao March 17, 2018, 8:50pm 4

It general is not considered as MLE, but MAP.
A work around is to get the maximum and do a small local search around the maximum.

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