I’m trying an approach for prediction using pymc3 models: In short: after training: a) collect all the RVs that don’t have parent nodes i.e. are priors b) form kde s out of their samples in the trace, after training c) then recreate the model, removing any observed data that was given during tra…

Random method for Interpolated RVs

lucianopaz May 5, 2019, 5:00pm 3

Seems to be a bug in Interpolated.random and possibly in generate_samples, could you submit this as an issue on GitHub? We’ll work on a fix when we get the chance.

Topic		Replies	Views
Poor convergence using interpolated distribution for observed data Questions	2	820	April 18, 2019
Updating Priors with Posterior for Vector-Valued Distributions Questions	4	1783	December 6, 2018
Issue using pm.Interpolated() to update priors in online updating loop Questions	1	1231	August 6, 2018
Call MvNormal.random() method inside model Questions	3	1159	August 29, 2018
Poor sampling once I add an interpolation function Questions	0	571	March 29, 2019

Random method for Interpolated RVs

Related topics