There was a question asked on Reddit’s r/statistics by user nomm_ in this post. It sounded like the perfect problem for some Bayesian modeling, so I dusted off the PyMC Python library to tackle it. This will also serve, I hope, as a guide to others who are trying to do things like custom stochastics in PyMC that are also observed values.
The question involves estimating the probabilities of selecting a particular action several times in a row (the action involved upgrading items in a video game). There are nodes that need to be linked, and the actions decide how many to link. Several actions can take place for each result, and the actions change likelihood based on the previous actions. Let’s see how to tackle this!