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Add DiscreteMarkovChain distribution #100

Merged
merged 44 commits into from
Apr 20, 2023
Merged

Add DiscreteMarkovChain distribution #100

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c42c94a
add DiscreteMarkovChainRV
jessegrabowski Dec 16, 2022
fd472bd
remove `validate_transition_matrix`
jessegrabowski Dec 17, 2022
37ef8e0
remove `x0` argument
jessegrabowski Dec 17, 2022
b4e15db
Add reshape logic to `rv_op` based on size and `init_dist`
jessegrabowski Dec 17, 2022
a3408ba
Remove moot TODO comments
jessegrabowski Dec 17, 2022
22bfe17
Update and re-run example notebook
jessegrabowski Dec 18, 2022
3aef66d
Update `pytensor` alias to `pt`
jessegrabowski Dec 18, 2022
c2d5fc6
Remove moment method
jessegrabowski Dec 18, 2022
d77337c
Wrap tests into test class
jessegrabowski Dec 18, 2022
82978f0
Add test for default initial distribution warning
jessegrabowski Dec 18, 2022
b797af3
Replace `.dimshuffle` with `pt.moveaxis` in `rv_op`
jessegrabowski Dec 18, 2022
d827586
Fix scan error
jessegrabowski Dec 18, 2022
0267801
Add test for `change_dist_size`
jessegrabowski Dec 18, 2022
b7794ed
Add code example to `DiscreteMarkovChain` docstring
jessegrabowski Dec 18, 2022
ab00e6c
Update pymc_experimental/distributions/timeseries.py
jessegrabowski Dec 18, 2022
bfb6b43
Remove shape argument from default `init_dist`
jessegrabowski Dec 18, 2022
ad3a878
Use shape parameter in example code
jessegrabowski Dec 18, 2022
7912d02
Remove steps adjustment from `__new__`
jessegrabowski Dec 18, 2022
85233f6
Remove `.squeeze()` from scan output
jessegrabowski Dec 18, 2022
b42184d
Remove dimension check on `init_dist`
jessegrabowski Dec 18, 2022
4773aa8
Fix batch size detection
jessegrabowski Dec 19, 2022
a2b79f2
Add support for n_lags > 1
jessegrabowski Dec 20, 2022
7fb1e56
Fix shape of markov_chain when P has a batch_size and n_lags == 1.
jessegrabowski Dec 20, 2022
847a2f9
Add test to recover P when n_lags > 1
jessegrabowski Dec 20, 2022
c52191e
Fix `logp` shape checking wrong dimension of `init_dist`
jessegrabowski Dec 20, 2022
ed2983f
Updates imports following pymc-devs/pymc#6441
jessegrabowski Apr 15, 2023
bbaa81e
Add a moment function to `DiscreteMarkovRV`
jessegrabowski Apr 15, 2023
9ac136b
Raise `NotImplementedError` if `init_dist` is not `pm.Categorical`
jessegrabowski Apr 15, 2023
2673b12
Update example notebook with some new plots
jessegrabowski Apr 15, 2023
b2df5a2
Fix a bug that broke `n_lags` > 1
jessegrabowski Apr 15, 2023
daffdc8
Rename test function to correctly match test
jessegrabowski Apr 16, 2023
c35bc31
rebase from main
jessegrabowski Apr 17, 2023
170e20b
Add `timeseries.DiscreteMarkovChain` to `api_reference.rst`
jessegrabowski Apr 17, 2023
eb23686
Remove check on `init_dist`
jessegrabowski Apr 17, 2023
c24a86d
Add `DiscreteMarkovChain` to `distribtuions.__all__`
jessegrabowski Apr 17, 2023
ee141ef
Change example notebook title, add subtitles, add plots comparing res…
jessegrabowski Apr 17, 2023
f138cac
Pass `init_dist` to all tests to avoid `UserWarning`
jessegrabowski Apr 17, 2023
66a3198
Fix flakey `test_moment_function` test
jessegrabowski Apr 17, 2023
10e2817
Fix latex in docstring
jessegrabowski Apr 17, 2023
7ef7ae6
Apply suggestions from code review
jessegrabowski Apr 17, 2023
0624d2d
Fix latex in docstring
jessegrabowski Apr 17, 2023
f07cdba
Merge branch 'discrete-markov' of https://github.com/jessegrabowski/p…
jessegrabowski Apr 17, 2023
994e3fb
Fix latex in docstring
jessegrabowski Apr 17, 2023
3c96dc8
Fix warning in docstring
jessegrabowski Apr 17, 2023
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