I’m trying to write a custom random variable, in which I need to do numerical integration with pymc RVs as parameter. An example is stated as below: #define some pymc RVs a1=pm.Normal(‘a1’,mu=0,sd=1) a2=pm.Nromal(‘a2’,mu=0,sd=1) #the function to be integrated def f(x,p): retrun tt.power(x,p[0]…

Using quad from scipy.integrate with pymc RVs as parameter

junpenglao November 30, 2017, 3:17pm 6

You are right, you cannot treat a theano.op as a pymc3 RV. You need to evaluate it. For example, is it work doing?:

M = pm.Normal('M',mu=intZ(),sd=1,,observed=0.25)

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