Hi, I’m trying to use PyMC to find the optimal parameters that describe some observed data, but it’s not working. I have two vectored parameters: X(x1,x2,xn) and V(v1,v2,…vn). I also have a pre-defined class that wraps a black-box function to take in X and V, returns simulated data d1, and it als…

Using pm.DensityDist and customized likelihood with a black-box function

dcyyz August 21, 2018, 3:45pm 6

Ok, thanks! So in that case, should I write an extension of the theano.op class and place my gradient computation in the grad() method?

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