How to simulate from priors with pymc3

I'd like to simulate y from the prior (not from the posterior) with pymc3.

I first defined the model:

import pymc3 as pm

with pm.Model() as m:
    mu = pm.Normal('mu', mu=0, sd=10)
    sigma = pm.Uniform('sigma', lower=0, upper=10)
    y = pm.Normal('y', mu=mu, sd=sigma)
    trace = pm.sample(1000, tune=1000)

Then I tried to get 10 simulated y from the model with:

y_pred = pm.sample_ppc(trace, 10, m, size=10)

But result comes out empty. I searched through the documentation but I didn't find a relevant example. Is it possible to do it with pymc3?

Solution

The trace contains the sample from the prior when no observed is associated with the model definition. However, this could fail sometimes. We are currently working on a sample_prior function that would make this process easier and more straightforward: https://github.com/pymc-devs/pymc3/pull/2876