I am trying to use Pymc3 on a model that uses scipy’s fsolve and integrate.quad. I understand that due to not being able to give the sampler gradients, my model cannot use the HMC/NUTS samplers but Metropolis samplers work. I wrote a small test script to see if I could get Metropolis work with fsol…

Metropolis with Scipy.fsolve

RandomVar April 26, 2021, 11:34pm 2

Nobody has had this issue or tried to sample from a model using Scipy methods?

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