Thank you for your speedy reply. In real applications for classification and/or clustering, there are often discrete variables and continuous variables from observation, and often also have causal relation between them. An easy way is to model them separately as you suggested, but it may lose the causal inference that would be important for a good estimation in analysis. Actually, it is something I am interested in/researching on. I try to find out if the good packages like PyMC3 can allow me to do as I imagine how I would like to model. I may apply it in a stupid way since I am not familiar with PyMC3. Please point me out if you think that my proposition is still meaningless.
Regards
Chris