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Dhruvanshu-Joshi opened this issue Jun 12, 2023 · 1 comment
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Implement logprob derivation for Max and Min #6773

Dhruvanshu-Joshi opened this issue Jun 12, 2023 · 1 comment
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@Dhruvanshu-Joshi
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Dhruvanshu-Joshi commented Jun 12, 2023

Description

Description

The idea would be to derive the logprob for the following type of graphs

import pytensor.tensor as pt
from pymc import logp

x_rv = pt.max(at.random.uniform(0, 1, size=3))
y_rv = pt.min(at.random.uniform(0, 1, size=3)) 

x_vv = x_rv.clone()
y_vv = y_rv.clone()

x_max_logprob = logp(x_rv, x_vv)
y_max_logprob = logp(y_rv, y_vv)

Reference: https://en.wikipedia.org/wiki/Order_statistic#Probabilistic_analysis

CC @ricardoV94 @larryshamalama

@ricardoV94 ricardoV94 changed the title Implement logprob derivation for Max and Min Implement logprob derivation for Max Jun 12, 2023
@ricardoV94 ricardoV94 changed the title Implement logprob derivation for Max Implement logprob derivation for Max and Min Jun 12, 2023
@Dhruvanshu-Joshi Dhruvanshu-Joshi mentioned this issue Jul 23, 2023
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@ricardoV94
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Superseded by #7120

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