I am interested in creating a hierarchical model for tennis matches. I am trying to emulate the model below written in stan. How would i go about this in PyMC? I am guessing I should use a GaussianRandomWalk but unsure how to implement it. data { int<lower=0> num_matches; int<lower=0> nu…

Porting stan model to PyMC

Martin_Ingram August 5, 2022, 6:54am 11

@jessegrabowski looks good, but isn’t that what GaussianRandomWalk does internally? (Sorry, it’s been a while since I looked but I thought that’s how it was implemented)

Topic		Replies	Views
[PyMC3] Non-centered parameterization for rolling regression Questions	2	695	January 3, 2020
Combining AR/Negative Binomial with Gaussian Random Walk Questions	15	1404	August 9, 2019
Geometric variable not being properly Sampled Questions from_github	22	3328	June 22, 2017
Poisson Model with Random Walk Parameters Questions	4	1896	July 10, 2018
Inference from binary data & proper way to use GaussianRandomWalk Questions	2	803	September 15, 2017

Porting stan model to PyMC

Related topics