Re: [Numpy-discussion] Addition of new distributions: Polya-gamma

2021-01-27 Thread zoj613
As a follow-up to my last post here and comments from Robert Kern. I have just released version 1.0.0 of the sampler on PyPI. The work is pretty much done (I hope). Feedback would be very much appreciated. -- Sent from: http://numpy-discussion.10968.n7.nabble.com/ ___

Re: [Numpy-discussion] Addition of new distributions: Polya-gamma

2020-12-31 Thread zoj613
Thanks for the insightful comments. I totally understand the concerns with maintenance. After some thought, I agree that maybe it would be best to have it as a separate package and hopefully get it added to scipy in the future? I will continue development at https://github.com/zoj613/polya-gamma fo

Re: [Numpy-discussion] Addition of new distributions: Polya-gamma

2020-12-28 Thread Robert Kern
My view is that we will not add more non-uniform distribution (i.e. "named" statistical probability distributions like Polya-Gamma) methods to `Generator`. I think that we might add a couple more methods to handle some more fundamental issues (like sampling from the unit interval with control over

Re: [Numpy-discussion] Addition of new distributions: Polya-gamma

2020-12-27 Thread Stephan Hoyer
Thanks for putting together this clean implementation! My concern is that Polya-Gamma is not popular enough to warrant inclusion in NumPy, which tries very hard to limit scope these days. For example, Polya-Gamma isn’t implemented in scioy.stats and doesn’t have a Wikipedia page, both of which are

Re: [Numpy-discussion] Addition of new distributions: Polya-gamma

2020-12-27 Thread Tom Swirly
I'm just a lurker, but I spent a minute or two to look at that commit, which looks to be high quality. While I personally have not used this distribution, people I know use it all the time (for ML). A quibble: #define NPY_PI 3.141592653589793238462643383279502884 /* pi */ and the following def

[Numpy-discussion] Addition of new distributions: Polya-gamma

2020-12-27 Thread Zolisa Bleki
Hi All, I would like to know if Numpy accepts addition of new distributions since the implementation of the Generator interface. If so, what is the criteria for a particular distribution to be accepted? The reason why i'm asking is because I would like to propose adding the Polya-gamma distribu