AmpersandTV / pymc3-hmm

Hidden Markov models in PyMC3
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Create a Poisson-gamma conjugate sampler/step method #11

Open brandonwillard opened 4 years ago

brandonwillard commented 4 years ago

In cases for which we are only estimating Poisson rate parameters, it would be nice to have a simple conjugate sampler when we set gamma priors (on the rate parameters). Such a conjugate sampler would follow essentially the same pattern as the conjugate categorical-Dirichlet step method TransMatConjugateStep.