numpyro Add generalized Mixture distribution.

Following the discussion in #1403, this PR introduces a more general mixture distribution combining arbitrary child distributions (so long as they have similar shapes and supports) with fixed weights.

May 20 '22 11:05 hessammehr

Hi @hessammehr, I'm seeing this is still in draft phase. Is this ready to review? I have some suggestions:

adding tests to test_distributions_mixture
adding an entry to sphinx

Jun 12 '22 15:06 fehiepsi

Hi @fehiepsi, thanks for the reminder. In line with your suggestion, I have been waiting for an opportunity to add unit tests/docs for the new distribution, after which I was planning to mark the PR as ready.

Jun 15 '22 16:06 hessammehr

Hello! Very excited to see support for arbitrary mixtures in NumPyro! Looking forward to see this PR merged soon :) Thanks in advance from myself and the Digital Gaia team!

Aug 22 '22 17:08 rafaelkaufmann

@rafaelkaufmann thanks for your encouraging comment. A more polished implementation of generalized mixtures has been implemented by @dfm and is already available in master (see #1458).

Aug 22 '22 17:08 hessammehr

Wonderful, huge thanks! BTW, the documentation on num.pyro.ai doesn't reflect this yet - is it not on stable?

Aug 22 '22 18:08 rafaelkaufmann

The docs are available on latest (https://num.pyro.ai/en/latest/distributions.html#mixture-distributions) and on the GitHub master branch, but this has not yet been released.

Aug 22 '22 18:08 dfm

Wonderful! What's your release schedule?

On Mon, Aug 22, 2022 at 7:27 PM Dan Foreman-Mackey @.***> wrote:

The docs are available on latest ( https://num.pyro.ai/en/latest/distributions.html#mixture-distributions) and on the GitHub master branch, but this has not yet been released.

— Reply to this email directly, view it on GitHub https://github.com/pyro-ppl/numpyro/pull/1413#issuecomment-1222756731, or unsubscribe https://github.com/notifications/unsubscribe-auth/AAH7FVLKV3MIE65HP2VXRSTV2PBARANCNFSM5WPDHP4A . You are receiving this because you were mentioned.Message ID: @.***>

Aug 23 '22 16:08 rafaelkaufmann

I can make a patch release later this week.

Aug 23 '22 21:08 fehiepsi

Thank you!

On Tue, Aug 23, 2022, 22:57 Du Phan @.***> wrote:

I can make a patch release later this week.

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Aug 23 '22 22:08 rafaelkaufmann