Hello! Following this Pymc3 notebook, I have been trying to migrate some of the models to Turing. The Estimating a rate from Poisson data: an idealized example example is a simple bayesian model with a Gamma prior for a Poisson Distribution. On my turing implementation I get a theta with ~2.4 mean…

Indeed, that appears to be the case: using Turing, Random @model poisson_model(y) = begin theta_1 ~ Gamma(3, 1/5) y ~ Poisson(2*theta_1) end Random.seed!(58844) model_p = poisson_model(3) chain2 = sample(model_p, NUTS(), 50000); Output: Summary Statistics parameters mean std…

Migrating simple Poisson/Gamma model from Pymc3

General Usage

Christopher_Fisher December 22, 2020, 8:00pm 2

Welcome. One possibility is that the Gamma distribution in Python and Julia are parameterized differently. What is the mean of your Gamma prior in PyMC3?

using Distributions
mean(Gamma(3 ,5))

Output:
15.0

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Migrating simple Poisson/Gamma model from Pymc3

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