I want to take two censored univariate normals and combine them into one multivariate distribution of support dimension 1 (I will give more context about this at the end of my message for anyone interested). My attempt at getting this was naively trying: def dist(mu, cov, lower, upper, size=None): …

Similar, but it’s the cumulative sum, which in fact mixes information across variables. In that case the logp should actually be summed but PyMC isn’t doing it. We should probably do it though. In any case you’ll see the logp is basically just requesting the automatic logp and summing the last entr…

Defining a custom multivariate distribution from univariate distributions and stack

Questions v5

ricardoV94 March 18, 2024, 2:19pm 9

I’ll try to give answer / pointers when I have some time!

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Defining a custom multivariate distribution from univariate distributions and stack

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