Add PyMC3 sampler
I have started an attempt to add PyMC3 as a sampler option.
At the moment this can be used with the Uniform
prior, for which I have added a new pymc3
method, and the GaussianLikelihood
for which I have added a pymc3_likelihood
method. I can convert the other prior classes to also have pymc3
methods too.
At the moment I've just got PyMC3 to run with the default NUTS sampler, but can change the _run_external_sampler
method to take in other allowed sampler keyword args.
I've tested this with a linear regression example and it works!
Edited by Matthew Pitkin