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GSoC 2019 Report Gagandeep : Statistics

Gagandeep Singh edited this page Aug 22, 2019 · 2 revisions

This report summarizes the work done in my GSoC 2019 project, Enhancement of Statistics Module wth SymPy. A step by step development of the project is available at czgdp1807.github.io.

About Me

I am, Gagandeep Singh, a third year Bachelor of Technology student at Indian Institute of Technology, Jodhpur in the department of Computer Science and Engineering.

Project Outline

The project plan was focused on the following areas of statistics that were required to be added to sympy.stats.

  1. Community Bonding - I was supposed to add, Dirichlet Distribution, Multivariate Ewens Distribution, Multinomial Distribution, Negative multinomial distribution, and Generalized multivariate log-gamma distribution to sympy.stats.joint_rv_types.
  2. Phase 1 - I was supposed to work on stochastic processes, primarily on Markov chains, including it's API design, algorithm and implementation.
  3. Phase 2 - I was expected to work on random matrices, including Gaussian ensembles and matrices with random expressions as their elements.
  4. Phase 3 - I planned to work on assumptions of dependence, improving result generation by sympy.stats and improving other modules so that sympy.stats can function properly.

Pull Requests

This section describes the actual work done during the coding period in terms of merged PRs.

  1. Community Bonding
  • #16576: This PR added Dirichlet and MultivariteEwens distributions.

  • #16808 : This PR added Multinomial and NegativeMultinomial distribution.

  • #16810 : This PR improved the API of Sum by allowing Range as the limits.

  • #16825 : This PR in continuation, added GeneralizedMultivariateLogGamma distribution. This was an interesting one due to the complexity involved in its PDF.

  • #16834 : This PR enhanced the Multinomial and NegativeMultinomial distributions by allowing symbolic dimensions for them.

  1. Phase 1
  • #16897 : This was related to sympy.core and it helped in removing disparity in the results of special function gamma.

  • #16908 : This PR improved sympy.stats.frv by allowing conditions with foreign symbols.

  • #16913 : This removed the unreachable code from sympy.stats.frv.

  • #16914 : This PR allowed symbolic dimensions to MultivariateEwens distribution.

  • #16929 : This one was for the sympy.tensor module. It optimized the ArrayComprehension and covered some corner cases.

  • #16981 : This PR added the architecture of stochastic processes. It also added discrete Markov chain to sympy.stats.

  • #17030 : Some features like, joint_distribution were added to stochastic processes in this PR.

  • #17046 : Some common properties of discrete Markov chains, like fundamental matrix, fixed row vector were added.

  1. Phase 2
  • #16934 : The bug fixes for sympy.stats.joint_rv_types were complete and the further work has been handed over to my co-student, Ritesh.

  • #16962 : This was continuation of the work done in phase 1 for allowing symbolic dimensions in finite random variables. As I planned, this PR got merged in phase 2, after some changes.

  • #17083: The work done in this PR framed the platform and reason for the next one. The algorithm that got merged was a bit difficult to extend, and maintain. Thanks to Francesco for his comment for motivating me to re-think the whole framework.

  • #17163 : This was one of the most challenging PRs of the project, because, it involved re-designing the algorithm, refactoring the code and moreover lot of thinking. The details can be found at this comment.

  1. Phase 3
  • #17174 : In this PR, Gaussian ensembles were added to sympy.stats.

  • #17304 : While working on the above PR, I got an idea to open this one to add cicular ensembles to sympy.stats. I learned a lot about Haar measure while working.

  • #17306: This PR added matrices with random expressions. The challenging part of this PR was to generate canonical results for passing the tests.

  • #17336 : This was related to bug fix in Q.ask and Matrix. Take a look at an example here.

Miscellaneous Work

This section contains some of my PRs related to miscellanous issues like, workflow improvement, etc.

  • #16899 : This was a workflow related to PR to ignore the .vscode folder.

  • #17003 : This PR ignored the __pycache__ folder by adding it .gitignore file.

Future Work

The following PRs are open and are in their last stages for merging. Any interested student can take a look at them to extend my work in his/her GSoC project.

  • #17387 : This PR aims to add support for assumptions of dependence among random variables, like, Covariance, etc.

  • #17146 : This PR is in its last stages to fix and upgrade the Range set and we are finalizing few things, like changes in the output of Range. As planned I was successful at writing exhaustive and systematic tests.

Apart from the above, work on densities of Circular ensembles remains to be done. One can read the Theorem 3, page 8 of this paper.

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