Hi, I’d like to estimate a model (and then do some model comparisons) using pymc. The model for generating the predicted probability distribution itself depends on an external module and requires a numpy array as input. So, while I have control over how the likelihood is calculated, I have no contr…

Pointwise log-likelihood for loo/waic with custom "black-box" probability distribution

ricardoV94 January 17, 2024, 8:37am 9

I don’t see anything obviously wrong with the code. Can you provide a fully executable snippet? Also what error message were you seeing exactly?

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