Dear all, I have seen that there are examples ( here , here and here ) and discussions ( here , here ) about posterior predictive sampling. However, I now realized I did mistakes when copying some example and would like to ensure that my humble understanding of the prediction process is correct. My goal…

I did not follow the discussion, but here are some thoughts of your main post: I. I think you have some miss-conception about sampling. When you write down your model (i.e., put all the information under a with pm.Model() as ... context), your parameter space is fixed. Inference is then extracting …

Posterior predictive sampling with data variance

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falk September 14, 2018, 9:12am 11

Thank you, @junpenglao!
I think I understand this now. Sorry for missing the discussion of uncertainty you linked.

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Posterior predictive sampling with data variance

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