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Stick breaking #2

Merged
merged 347 commits into from
Apr 16, 2024
Merged

Stick breaking #2

merged 347 commits into from
Apr 16, 2024

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cscherrer
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@cscherrer cscherrer commented Mar 18, 2024

  • Add experimental module with stick_breaking_process submodule containing:
    • StickBreaking struct representing a stick-breaking process
    • StickBreakingDiscrete struct representing a discrete distribution based on a stick-breaking process
    • StickSequence struct representing a sequence of stick breaks
    • BreakSequence struct representing a sequence of break points
    • posterior method on StickBreaking to compute the posterior distribution given data
    • Various helper methods and trait implementations
  • Update ConjugatePrior
    • Change LnMCache to MCache
    • Change LnPpCache to PpCache
  • Split Rv into Sampleable and HasDensity
  • Add Process generalizing Rv
  • Add Parameterized trait
  • Add impl<X: Booleable> ConjugatePrior<X, Bernoulli> for UnitPowerLaw
  • Add ConvergentSequence implementing Aitken's delta-squared method
  • Add sorted_uniforms helper function
  • Minor stylistic changes suggested by Clippy

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@cscherrer cscherrer marked this pull request as ready for review April 15, 2024 16:14
@BaxterEaves BaxterEaves changed the base branch from master to release/v0.17.0 April 16, 2024 14:12
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@BaxterEaves BaxterEaves left a comment

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Looks great -- thanks! Couple of minor comments!

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@BaxterEaves BaxterEaves left a comment

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LGTM!

@BaxterEaves BaxterEaves merged commit 2fbeecd into release/v0.17.0 Apr 16, 2024
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2 participants