如果我的观察数据集具有权重(例如跟踪多重性),则可以将此提供给pystan或pymc3,类似于rstanarm包中的函数签名(http://mc-stan.org/rstanarm/reference/stan_glm.html):
stan_glm(formula, family = gaussian(), data, weights, subset,
na.action = NULL, offset = NULL, model = TRUE, x = FALSE, y = TRUE,
contrasts = NULL, ..., prior = normal(), prior_intercept = normal(),
prior_aux = exponential(), prior_PD = FALSE, algorithm = c("sampling",
"optimizing", "meanfield", "fullrank"), adapt_delta = NULL, QR = FALSE,
sparse = FALSE)