lightspeed_example.py

import numpy as np

import pymc3 as pm

light_speed = np.array(
    [
        28,
        26,
        33,
        24,
        34,
        -44,
        27,
        16,
        40,
        -2,
        29,
        22,
        24,
        21,
        25,
        30,
        23,
        29,
        31,
        19,
        24,
        20,
        36,
        32,
        36,
        28,
        25,
        21,
        28,
        29,
        37,
        25,
        28,
        26,
        30,
        32,
        36,
        26,
        30,
        22,
        36,
        23,
        27,
        27,
        28,
        27,
        31,
        27,
        26,
        33,
        26,
        32,
        32,
        24,
        39,
        28,
        24,
        25,
        32,
        25,
        29,
        27,
        28,
        29,
        16,
        23,
    ]
)

model_1 = pm.Model()

with model_1:
    # priors as specified in stan model
    # mu = pm.Uniform('mu', lower = -tt.inf, upper= np.inf)
    # sigma = pm.Uniform('sigma', lower = 0, upper= np.inf)

    # using vague priors works
    mu = pm.Uniform("mu", lower=light_speed.std() / 1000.0, upper=light_speed.std() * 1000.0)
    sigma = pm.Uniform("sigma", lower=light_speed.std() / 1000.0, upper=light_speed.std() * 1000.0)

    # define likelihood
    y_obs = pm.Normal("Y_obs", mu=mu, sigma=sigma, observed=light_speed)


def run(n=5000):
    with model_1:
        trace = pm.sample(n)

        pm.summary(trace)


if __name__ == "__main__":
    run()