From d6ca4a14f29dce86d25c1e55f4647ed1f4313c02 Mon Sep 17 00:00:00 2001 From: Max Kochurov Date: Tue, 4 Jul 2023 16:02:54 +0000 Subject: [PATCH] Fix math in sigma attachment When reparametrizing sigma into explained variance + resigual sigma, tau is not needed any more, but was mistakenly used in the model that lead to instabilities and incorrect interpretation. --- pymc_experimental/distributions/multivariate/r2d2m2cp.py | 3 +-- 1 file changed, 1 insertion(+), 2 deletions(-) diff --git a/pymc_experimental/distributions/multivariate/r2d2m2cp.py b/pymc_experimental/distributions/multivariate/r2d2m2cp.py index e7b43e67..55096ea9 100644 --- a/pymc_experimental/distributions/multivariate/r2d2m2cp.py +++ b/pymc_experimental/distributions/multivariate/r2d2m2cp.py @@ -65,8 +65,7 @@ def _R2D2M2CP_beta( psi: tensor probability of a coefficients to be positive """ - tau2 = r2 / (1 - r2) - explained_variance = phi * pt.expand_dims(tau2 * output_sigma**2, -1) + explained_variance = phi * pt.expand_dims(r2 * output_sigma**2, -1) mu_param, std_param = _psivar2musigma(psi, explained_variance, psi_mask=psi_mask) if not centered: with pm.Model(name):