Jun 28, 2017 · I am trying to use PyMC3 to fit the spectra of galaxies. The model I use to fit the spectra is currently described by four parameters. At present, I am trying to fit simulated spectra (i.e., data) to assess (a) how reliably PyMC3 is able to constrain the known model parameters and (b) how quickly it converges. All the parameters in my model are continuous, so I’m using the NUTS sampler. When ... はじめに 内容 状態空間時系列モデルの概要 状態空間モデルとは何か？ 典型的なモデルの紹介 今後の記事の執筆方針 本記事あわせて全5本で構想中 背景 状態空間モデルは時系列分析でよく用いられる手法の一つ Pythonユーザーにとっては情報が少なくややとっつきにくい Rと比べて書籍が圧倒的 ...

The problem I'm having is that my MAP estimate for theta using PyMC2 is ~0.68 (correct), while the estimate PyMC3 gives is ~0.26 (incorrect). I suspect this has something to do with the way I'm defining the deterministic function. PyMC3 won't let me use a lambda function, so I just have to write the expression in-line.

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