Fix MultivariateNormal density calculation when symbolic parameters are used #21650
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Update The release notes on the wiki have been updated. |
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@czgdp1807 @Upabjojr can you review this? |
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If possible (like if it isn't too tricky to do) add an example to the docs as well for this case. Thanks. Rest if fine. |
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@czgdp1807 All done. |
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@oscarbenjamin @czgdp1807 @Abdullahjavednesar Hello everyone - just following up to see if anything more needs to be done. |
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Looks good, thanks! |
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References to other Issues or PRs
Fixes #21635
Brief description of what is fixed or changed
The
pdfmethod for theMultivariateNormalDistributionhas been updated:MatrixElementto return the[0, 0]value of the density calculation, that returns a[1, 1]matrix. This has been changed from accessing the element directly using[0], as this throws an error when certain arguments are symbolic.ImmutableMatrix. I've added this because passing a matrix with a symbolic number of elements causes the argument to be coerced to a1x1matrix, with the original matrix at the[0, 0]index.Other comments
While running tests, I noticed that the
test_sample_pymc3test breaks (I have pymc3 installed). This is also true for the code on master and is unrelated to this PR.Release Notes