I have a quick followup question. Can one use theano shared variables to change a distribution?
From what I have understood, theano shared can only be used with np arrays.
Is there a way to do something like:
distList = [pm.Normal, pm.Lognormal,…]
sharedVar = theano.shared(0)
with pm.Model as model:
distList[sharedVar](“name”, mu=0, sd=1)
for i in range(10):
shareVar = i
with model:
pm.sample()
This would allow the change of what distribution is used inside the “loop”