Implement Ordered distribution factory #7603
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ricardoV94
commented
Dec 3, 2024
| def support_point_ordered(op, rv, dist): | ||
| # FIXME: This does not work with the default ordered transform | ||
| # It leads to a -inf log_jac_det | ||
| # return support_point(dist) |
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@aseyboldt @lucianopaz any idea if we could easily modify the OrderedTransform to work nicely with equal values in the constrained space? The current one maps a [0, 0, 0] vector to [0, -inf, -inf]. My guess is not.
But then I don't have a nice way to define a valid support_point. I could try to add an increasing jitter but that will sooner or later fail for bounded distributions.
lucianopaz
reviewed
Dec 3, 2024
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Closes #7297
📚 Documentation preview 📚: https://pymc--7603.org.readthedocs.build/en/7603/