jtlz2
jtlz2

Reputation: 8417

In pymc, why isn't sampling from pm.Uniform giving a uniform distribution using VI .fit()?

I have a distribution like this:

x_i = pm.Uniform("x", lower=-1.0, upper=0.0, shape=N, dims="x []")

When I sample using pm.fit() then pm.sample_approx(), the edges of the prior region, which are of course sharp, are not reached by my samples, which ends up biasing the posterior.

Does pymc or VI have known issues with prior edges?

Thanks as ever

Upvotes: 0

Views: 34

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