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Implement Symmetric and Asymmetric Multivariate Laplace distributions #389

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@ricardoV94 ricardoV94 commented Nov 6, 2024

TODO: Bump PyMC dependency

@ricardoV94 ricardoV94 added the enhancements New feature or request label Nov 6, 2024
@ricardoV94 ricardoV94 force-pushed the mv_laplace branch 2 times, most recently from c98ff2e to b5e1b41 Compare November 7, 2024 12:51


@pytest.mark.xfail(reason="Not sure about equivalence. Test fails")
def test_asymmetric_matches_univariate_logp():
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I was expecting these to be equivalent. The means and variances match, but not the logp. Either I did something wrong or the equivalence is not real / like this.

from pytensor.tensor.random.utils import normalize_size_param


class Kv(BinaryScalarOp):
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I'll move this to PyTensor before merging this PR

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Deprecation failures should be fixed by pymc-devs/pymc#7564

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