Thanks for the question!
To be honest, it was in a different project which I can’t unfortunately share in public. Also, I tried several things and gave up at some point, so it isn’t really well documented. However, here’s a screenshot of one of my last attempts in that project:
Which gives:
In previous tries I had ‘chain x failed’ errors. Any suggestion would be welcome or if you could point me to some example implementations where something similar is done (i.e. incorporating estimation error / variance from earlier stage estimation). Also, in this case we need to sample from the beta distribution which isn’t in the default distribution in Theano random streams if I’m not mistaken. So probably I would need to do a transformation from uniform distribution. Haven’t really thought much about how to do that exactly so any suggestion would be welcome!