Has anyone here done work on modelling order statistics within PyMC3? Suppose my data comes in a set of rankings (or real numbers) for n items X_1 < X_2 < … < X_n over multiple observations and im interested in determining the distribution of the ranking itself such as: given item i, what is the …

OK, I cooked up something that kind of work: import numpy as np import pymc3 as pm import theano.tensor as tt # data K = 5 # number of items being ranked J = 20 # number of raters yreal = np.argsort(np.random.randn(K, 1), axis=0) print(yreal) y = np.argsort(yreal + np.random.randn(K, J), axis=0) p…

Order statistics in PyMC3

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junpenglao June 28, 2021, 5:54am 13

mu_hat is not ordered - they are priors. So you can say the model does not care about the mis-ordering of mu_hat.

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Order statistics in PyMC3

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