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The idea would be to derive the logprob for the following type of graphs
importaesara.tensorasatimportpymcaspmy_rv=at.max(at.random.uniform(0, 1, size=3)) # or miny_rv=at.sort(at.random.uniform(0, 1, size=3))
y_rv=at.sort(at.random.uniform(0, 1, size=3))[idx] # max / min correspond to idx==-1 or idx==0y_vv=y_rv.clone()
pm.logprob.factorized_joint_logprob({y_rv: y_vv})
This might be a bit far-fetched / difficult to find a good general solution that goes beyond a few simple cases (e.g, order statistics with non-i.i.d RVs):
Probability for order statistics of IID variables are pretty straightforward to obtain, requiring expressions that depend on the CDFs. For non IID, things grow quickly in complexity: https://en.wikipedia.org/wiki/Bapat%E2%80%93Beg_theorem
The text was updated successfully, but these errors were encountered:
Description
The idea would be to derive the logprob for the following type of graphs
https://en.wikipedia.org/wiki/Order_statistic#Probabilistic_analysis
This might be a bit far-fetched / difficult to find a good general solution that goes beyond a few simple cases (e.g, order statistics with non-i.i.d RVs):
Probability for order statistics of IID variables are pretty straightforward to obtain, requiring expressions that depend on the CDFs. For non IID, things grow quickly in complexity: https://en.wikipedia.org/wiki/Bapat%E2%80%93Beg_theorem
The text was updated successfully, but these errors were encountered: