Add ChiSquareRV JAX implementation
#1363
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brandonwillard
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enhancement
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Looks good, waiting for #1345 to be merged to update the key splitting mechanism. |
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rlouf
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Feb 21, 2023
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Thanks for your contribution @larryshamalama! |
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I am unable to reproduce the test failure locally (it even works with smaller a smaller number of samples). We need to understand what causes this. |
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I can have a look later, but I'm currently on vacation until early March so I will only be able to do so then. Admittedly, I have not looked much into this PR after its inception... |
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I don't think the failures have anything to do with your implementation; the tests pass locally for me. |
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Thanks, @larryshamalama! |
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Closes #1322
Given the shape/rate parametrization of$$\chi^2_{\text{df}} \equiv \Gamma\left(\frac{\text{df}}{2}, \frac{1}{2} \right).$$
GammaRVin Aesara, this addition uses the fact thatWiki reference here