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enhancementNew feature or requestNew feature or requestgraph rewritingInvolves the implementation of rewrites to Aesara graphsInvolves the implementation of rewrites to Aesara graphshelp wantedExtra attention is neededExtra attention is neededimportantThis label is used to indicate priority over things not given this labelThis label is used to indicate priority over things not given this label
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We can add support for Scan Ops so that joint_logprob would cover nearly arbitrary timeseries.
A lot of the relevant Scan rewrite code was written for symbolic-pymc in pymc-devs/symbolic-pymc#113 and pymc-devs/symbolic-pymc#114, so we can take some of the code/ideas from there and adapt it to aeppl.
See the Gitter conversation about this idea here. (NB: If you use https://develop.element.io/ you can also turn on LaTeX rendering in the "Labs" settings.)
Also, see these tests for explicit examples of log-likelihood generation for a simple DLM and HMM in symbolic-pymc.
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enhancementNew feature or requestNew feature or requestgraph rewritingInvolves the implementation of rewrites to Aesara graphsInvolves the implementation of rewrites to Aesara graphshelp wantedExtra attention is neededExtra attention is neededimportantThis label is used to indicate priority over things not given this labelThis label is used to indicate priority over things not given this label