I know how to use an external model for pymc3. I also know what are derivatives with respect to my model’s parameters. I want to use NUTS sampler, not Metropolis. But I do not know how to let the NUTS know that derivatives are also available externally? Any suggestion?

Using pymc3 NUTS sampler for an "external model" having its derivatives with respect to its parameters

madarshahian March 30, 2018, 4:40pm 5

Thank you. I am working on that and will update here.

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