Hi,
I’m having some issues understanding how to give posterior density distribution(pdd) from the sampled models.
Are samples from the trace equivalent to samples from pm.sample_posterior_predictive? - Questions - PyMC Discourse
Posterior Predictive Sampling – Works for Hierarchical Model? - General - PyMC Discourse
I’ve looked at several posts and found a similar questions on choosing the pdd given by pm.sample_posterior_predictive or by forward models using posterior distribution of input parameters. In my models, I found the second method match the observed data better, though the pm.sample_posterior_predictive have a narrower hdi.
In my models, the pm.Simulator and pm.sample_smc are used.
Thanks for sharing your suggestions.