Model Fitting using datasets of different observation instruments

[junpenglao]

For more information of using DensityDist you can also see this post:

How to set up a custom likelihood function for two variables

Your set up is not quite right in both cases. Put it this way, your logp should be evaluted based on the input of both the observed data and the parameters. So if you think of your logp as a function, it should has (f_1, f_2, theta_1, theta_2) as inputs. The differences between Potential and Densitydist is that, in Potential you dont distinguish between data and parameters (i.e., everything is just input to the logp), whereas in Densitydist you set up the parameterization, and evaluate on the da…