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It would be great to have reduction rules for uniform likelihoods wrt Gaussian latent variables:
(MyContinuousDist + Uniform).reduce(logaddexp)
.cdf()
(Gaussian + UniformPolygon).reduce(logaddexp)
This could be used for Pyro and NumPyro probabilistic programs with constraint-like likelihoods, something like
def model(data): z = pyro.sample("z", Normal(...)) # Observe a constraint like lb < z < ub. pyro.sample("x", Uniform(...), obs=z)
here we can be lazy and compute marginal likelihood via Normal(...).cdf([lb, ub]).
Normal(...).cdf([lb, ub])
The text was updated successfully, but these errors were encountered:
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It would be great to have reduction rules for uniform likelihoods wrt Gaussian latent variables:
(MyContinuousDist + Uniform).reduce(logaddexp)
implemented via.cdf()
(Gaussian + UniformPolygon).reduce(logaddexp)
implemented via quadrature (MC or QMC)This could be used for Pyro and NumPyro probabilistic programs with constraint-like likelihoods, something like
here we can be lazy and compute marginal likelihood via
Normal(...).cdf([lb, ub])
.The text was updated successfully, but these errors were encountered: