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Examples pymc2 => pymc3 #2022
I'm new to pymc3 (and probabilistic programming) and I find many Pymc examples on the web that I cannot convert to pymc3. Would it be possible to add a page on the website to help people converting pymc2 instructions to pymc3?
(example: http://stackoverflow.com/questions/43328715/car-model-from-pymc2-to-pymc3 disclamer I'm the one who asked it)
For you particular problem, it is worth to have a look at the GP smoothing notebook in the example and the new
As for you general question of porting pymc2 code into pymc3 (or even generally porting WinBugs, JAGS, or STAN code into pymc3), from my experience you should try to think in matrix/tensor.
If you are interested in more information of how to port WinBugs, JAGS, or STAN code into pymc3, you can have a look of my port of Lee and Wagenmakers' book. For example, in Chapter 19, the STAN code use a for loop to generate the likelihood function, and I generate the matrix outside and use matrix multiplication etc to archive the same purpose.
You will need to define your custom likelihood function with
I dont think there is any guide for that yet - but I can try to reformulate the CAR model in your question which has something similar.