Jesse Grabowski
Jesse Grabowski
https://github.com/pymc-devs/pymc/pull/7047 depreciates `pm.ConstantData` and `pm.MutableData` (again), so the [data container notebook](https://www.pymc.io/projects/examples/en/latest/fundamentals/data_container.html) no longer reflects best practices. It should be updated to: 1. Remove the explainer about the differences between `MutableData`...
Adds `BayesianETS` as an available statespace model. According to [this book](https://www.otexts.com/fpp3/ets.html), this is great baseline model for forecasting. I don't have a lot of experience with it, but statsmodels implements...
### Description This came up in #885. The following graph will raise at compile time, but not during graph construction: ``` x = tensor("x", shape=(None, 5, 3)) # We avoid...
### Description The `Transform` class is one of the most confusing parts of PyMC, and issues using them are frequent on the discourse. See [here](https://discourse.pymc.io/t/how-to-generate-an-increasing-sequence/14794) and [here](https://discourse.pymc.io/t/modeling-a-spectrum-of-gaussians-with-smc/14854) for recent examples....
**What is this PR about?** There are currently several pain points when using labeled dims with`LKJCholeskyCov`: 1. The distribution samples 2d matrices, but passing a pair of dimensions results in...
Is there a way to disable the jittering of the initial point on each chain when sampling? I'm working on quite fussy models, and would like finer control over the...
Enable scenario-based forcasting in VARMAX, SARIMAX, and structural models with regressions. Couple to-dos before its ready for review: - [x] Carefully check the timing on the forecasting. Things seem to...
### Description Right now we have a function `pt.nlinalg.matrix_dot` that is just a helper for doing repeated dot products. This is similar to but worse than `np.linalg.multi_dot`, because `multi_dot` also...
### Description One might be `indexing.py` or `index_tricks.py`. That could hold anything related to generating indices or masks (including the new `_delta` and `_iota` functions introduced in #722. There could...
## Description Adds a pip-style syntax to the `nuts_sampler` argument that allows access to alternative compile backends, when relevant. This lets you get the nutpie jax backend by setting `nuts_sampler='nutpie[jax]'`....