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Implement DiscreteHMM.sample() #3050

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merged 3 commits into from
Mar 22, 2022
Merged

Implement DiscreteHMM.sample() #3050

merged 3 commits into from
Mar 22, 2022

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fritzo
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@fritzo fritzo commented Mar 21, 2022 •
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Inspired by a forum question whose answer would have been easier if we had implemented DiscreteHMM.sample() for generating data. In addition, Bayesian workflow recommends sanity checking models by generating data. We already have .rsample() methods for GaussianHMM and LinearHMM.

Tested

  • added lots of shape tests
  • added a simple test of distribution

@fritzo fritzo added this to the 1.9 release milestone Mar 21, 2022
martinjankowiak
martinjankowiak reviewed Mar 21, 2022
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generally looks good but this sample method is non-parallel in contrast to all (?) other *HMM code. should at least comment in the docstring, which purports to parallelize over time?

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@fritzo fritzo mentioned this pull request Mar 22, 2022
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@ordabayevy ordabayevy mentioned this pull request Mar 22, 2022
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@martinjankowiak martinjankowiak merged commit 8ac6c46 into dev Mar 22, 2022
@martinjankowiak martinjankowiak deleted the discrete-hmm-sample branch March 22, 2022 12:01
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fritzo commented Mar 22, 2022

Thanks for reviewing @martinjankowiak!

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