Dear all
In my Bayesian model, I would like to use a prior that is based on a sample.
Could you please explain how to do that in PyMC3?
Thank you in advance.
Dear all
In my Bayesian model, I would like to use a prior that is based on a sample.
Could you please explain how to do that in PyMC3?
Thank you in advance.
Take a look at this notebook and see if that gets you what you want. People smarter than me have suggested avoiding intermediate posteriors when possible, so you might consider doing all your updating in a single go.
Thank you very much. Your response was quite helpful!