Hello ! I’m trying to model a process using a zero-inflated exponential. I’ve written up a log-probability function for it, and giving it a test-drive in theano, I believe it gives me what I’m expecting. However, sampling with PyMC3 returns strange results – the zero-inflation rate always comes out…

The likelihood was indeed wrong. The second term in the return of the zero_inflated_exponential function should be tt.log(p), not tt.log(p + lam - (lam * p)).

The zero-inflated exponential

Questions

quentin January 17, 2019, 5:37pm 4

So perhaps this is it… I’ve calculated the likelihood of this data for all values of p, and that looks like this.

Seems like my likelihood function is probably wrong…

Topic		Replies	Views
Zero Inflated Poisson Log-Lik Questions	3	1767	August 2, 2019
Zero-Inflated Poisson Example Questions	10	3367	October 28, 2019
Literature on implementing a Zero-Inflated Beta likelihood Questions	19	2338	January 18, 2019
Custom discrete distribution for zero truncated Poisson Questions	10	2608	December 19, 2017
pm.DensityDist issue (pymc3 vs pymc5) v5 bug , modeling	4	679	May 22, 2023

The zero-inflated exponential

Related topics