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This came up in #1833.
The logp function of Bounded
returns the raw values of the underlying distribution, but it should correct those with the new normalization constant of the bounded distribution using the cdf and ccdf of the underlying distribution. In many cases this is just a constant, so the results of the samplers do not change, but if Bound
is used as an observed var (to model truncated data for example), this can lead to wrong results. This should either me mentioned in the doc of Bound
, and in this case it should probably refuse the observed
keyword, or we would need to implement cdf and ccdfs for each distribution in pymc3.
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