Multivariate Normal with missing inputs

Thanks for your reply! Indeed your response on the post was super helpful, it really helped me think in the right direction. I did get how your notebook worked around the problem I just mentioned and I should be able to write it with pm.Potential.

If you could perhaps point me to some literature on what this potential actually means (the closest definition I have found so far is of a factor potential in Markov Random Fields) I’d be grateful.