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Implement RayleighRV #220

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Implement RayleighRV #220

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twiecki
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@twiecki twiecki commented Feb 15, 2023

Motivation for these changes

Implement RayleighRV, downstream of aesara-devs/aesara#1433

Implementation details

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Checklist

Major / Breaking Changes

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New features

Bugfixes

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Documentation

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Maintenance

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@ricardoV94
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Why isn't it picking the more informative titles:

gh pr create --repo pymc-devs/pytensor --label "aesara downstream" --title "🔄 From Aesara: $1: $title" --body "Downstreaming https://github.com/aesara-devs/aesara/pull/$1. PR port done by downstream_pr.sh script."

@twiecki
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twiecki commented Feb 18, 2023

Because there were conflicts and I finished it manually.

@ricardoV94
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Can you edit it? It's not useful for the release notes like this

@twiecki twiecki changed the title Downstream 1433 Implement RayleighRV Feb 18, 2023
@ricardoV94
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ricardoV94 commented Feb 19, 2023

I am not sure we should implement it as a new Op. According to the web rayleigh is just a scaled chi2 with 2 df, so this should be the same:

def rayleigh(scale=1.0, *, size=None, **kwargs):
  return chi2(df=2, size=size, **kwargs) * as_tensor_variable(scale)

https://github.com/scipy/scipy/blob/dde50595862a4f9cede24b5d1c86935c30f1f88a/scipy/stats/_continuous_distns.py#L7669-L7787

The advantage being we don't need to implement new JAX or Numba Ops, nor implement logp in PyMC

@twiecki twiecki closed this Feb 19, 2023
@ricardoV94 ricardoV94 deleted the downstream_1433 branch June 13, 2024 12:44
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3 participants