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Add moment for Simulator distribution #5208

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Merged
merged 1 commit into from
Nov 19, 2021

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ricardoV94
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#5078

I went with a simple heuristic: the mean of 10 draws.

This is all very experimental, because we haven't really investigated how unobserved Simulators work and much less how they work outside of SMC where the moment would be used.

@aloctavodia what do you think?

@ricardoV94 ricardoV94 mentioned this pull request Nov 19, 2021
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codecov bot commented Nov 19, 2021

Codecov Report

Merging #5208 (a75689f) into main (a5b13d4) will increase coverage by 0.00%.
The diff coverage is 100.00%.

Impacted file tree graph

@@           Coverage Diff           @@
##             main    #5208   +/-   ##
=======================================
  Coverage   77.98%   77.98%           
=======================================
  Files          88       88           
  Lines       14215    14220    +5     
=======================================
+ Hits        11085    11090    +5     
  Misses       3130     3130           
Impacted Files Coverage Δ
pymc/distributions/simulator.py 86.76% <100.00%> (+0.50%) ⬆️

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That seems to be a reasonable heuristic

@twiecki twiecki merged commit 64d8396 into pymc-devs:main Nov 19, 2021
@ricardoV94 ricardoV94 deleted the simulator_moment branch November 19, 2021 21:20
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3 participants