Sample external model parameters with PyMC3

Hi Pano,

PyMC3 is a package with a focus on continuous models and full posterior inference. It seems like you are targeting maximum likelihood in discrete models. While PyMC3 should support that to some degree (e.g. using pm.find_MAP()) you might have better luck with e.g. https://github.com/hmmlearn/hmmlearn which was built for that purpose.

Otherwise I recommend you check out the upsides of full Bayesian inference.

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