It appears to be impossible to use a random variable as the observed for another variable. For example, consider this simple model: import pymc3 as pm import matplotlib.pyplot as plt import scipy.stats as stats import numpy as np raw_observed = 0.3 with pm.Model() as model: alpha = pm.Exponent…

I have two ideas on how to trick pymc3 into using an observed variable as observed, I am not sure if it’s a good idea though. It may also be important to note that if PyMC3 were to allow random variable as observed, that would break after sampling when trying to convert to ArviZ and compute converge…

Using a random variable as observed

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bridgeland April 9, 2021, 8:57pm 7

@OriolAbril: Like @ricardoV94, I always forget about Potential. And I did not even know about DensityDist. Will try both. Meanwhile marked as solved, betting the odds.

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Using a random variable as observed

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