Add 40 complex PyMC model implementations#320
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twiecki wants to merge 1 commit intostan-dev:masterfrom
Open
Add 40 complex PyMC model implementations#320twiecki wants to merge 1 commit intostan-dev:masterfrom
twiecki wants to merge 1 commit intostan-dev:masterfrom
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Add PyMC translations for 40 Stan models that use advanced features: Potentials for Jacobian corrections, custom helper functions (simplex transforms, ODE solvers, GP spectral densities, HMM forward algorithms), and scan-based time series models. Includes: IRT models, capture-recapture (M0-Mth), HMMs, LDA topic models, GP models, GARCH, ARMA, prophet, Lotka-Volterra ODE, state-space models, and hierarchical GP with simplex parameters. All numpy data wrangling occurs before the pm.Model context. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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Summary
Companion PR to #319. Adds PyMC translations for the remaining 40 Stan models that use advanced modeling features.
What makes these "complex"
pm.Potentialfor Jacobian corrections and custom log-probability termspytensor.scanfor time series (GARCH, ARMA, state-space)Models included
Data wrangling
All numpy data wrangling occurs before
with pm.Model(), per reviewer feedback on #319.Test plan
with pm.Model()