My model looks like this: M = X_train.shape[1] with pm.Model() as model: ν = 1 λ = pm.HalfCauchy('lambda', 1) τ2 = pm.InverseGamma('tau_sq', alpha=0.5*ν, beta=0.5*ν/λ, shape=M, testval=0.1) σ = pm.HalfNormal("σ", 1.) …

Reducing divergences : Implementation challenges

pythonometrist August 3, 2021, 11:41pm 8

Thanks so much. Really appreciate the insights!

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