I’m trying to understand how can I impose an order constraint on two different RVs. Specifically, I have RVs
x_2 which are the results of two different GLMs (with shapes ~ (100,)), and I know that “in the real world”,
x_1 > x_2. I’ve tried the following ideas:
pm.Potential. This caused some convergence issues, and @junpenglao also suggested this is not the best approach here.
transform.Order- again, following @junpenglao’s advice. Didn’t understand how to apply it for the case of two different RVs (and not different entries in the same multivariate distribution).
x_2using the GLM, and model
x_1, such that
x_1 = x_2 + delta. This makes sure
x_1 > x_2, but then I’m not sure how to interpret the distributions over the coefficients of the GLMs.
Is there any recommended approach? Or something different altogether?