Newbie question: Misusing mathematical operations, or perhaps observed data for vector variables?

Questions
1

I have a simple example that I think should work, but seems to fail to give the expected answer: https://gist.github.com/ajfriend/e2684d72d6670f842a3e4db7bc8b8691

Each data point, i, consists of two observations: A value from a Poisson random variable with unknown mean U_i, and a value from a Poisson random variable with mean U_i*f, where f is a factor constant across observations, while U_i may vary.

I’d like to recover the factor f, but I seem to be doing something wrong. I’m new to PyMC3, so I’m guessing it’s due to some misunderstanding on my part…

Thanks for any help!

2

The parameter in exponential for numpy and pymc3 have different, inverted, meanings

print(np.random.exponential(10., size=1000).mean(), pm.Exponential.dist(10.).random(size=1000).mean())
(9.733009852711668, 0.10152234267299028)

So you need to change your prior

1 Like
3

Yup. That’s totally what it was. Thanks!