Multiple priors on the same parameter?

[ricardoV94]

@mathDR

Okay, would this also work:

theta_prior = pm.Normal('theta_prior',mu=0,sd=10)
theta = pm.Normal('theta',mu=theta_prior,sd=4,observed=2)

for the priors?

Maybe but feels rather opaque about the intention

@mathDR

For the likelihood, the use case would be (for example) if we had 3 time series: t1, t2 and t3.

Sounds like you have 3 likelihoods which is fine in a model. But perhaps I’m missing something