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Add example using pymc #8

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fritzo opened this issue Mar 8, 2014 · 3 comments
Open

Add example using pymc #8

fritzo opened this issue Mar 8, 2014 · 3 comments

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@fritzo
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fritzo commented Mar 8, 2014

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@fritzo fritzo added this to the Public Announcement of 2.0 milestone Mar 8, 2014
@twiecki
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twiecki commented Apr 24, 2014

Was gonna open an issue about that as well.

Note that with this Theano change, adding pure-python (wrapped) prob distributions to pymc3 is now much easier: pymc-devs/pymc#507

@twiecki
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twiecki commented Aug 2, 2014

Does distributions have most common (log) probability distributions in C++ (e.g. normal)? Couldn't find them by quickly skimming the code base.

@fritzo
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fritzo commented Aug 5, 2014

Distributions implements a few probability distributions as score_...(...)
and sample_...(...) in
https://github.com/forcedotcom/distributions/blob/master/include/distributions/random.hpp
But distributions is focused on collapsed Gibbs sampling of conjugate
distributions, and only a few score_ and sample_ functions are needed, e.g.
sample_normal(...) and score_student_t(...), but neither score_normal(...)
nor sample_student_t(...).

On Sat, Aug 2, 2014 at 2:32 AM, Thomas Wiecki [email protected]
wrote:

Does distributions have most common (log) probability distributions in C++
(e.g. normal)? Couldn't find them by quickly skimming the code base.


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