probcomp / Venturecxx

Primary implementation of the Venture probabilistic programming system
http://probcomp.csail.mit.edu/venture/
GNU General Public License v3.0
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Use Chi^2/KS for mechanical 0-D/1-D simulator-assessor agreement testing for all Lite SPs of appropriate type #155

Open axch opened 9 years ago

axch commented 9 years ago
axch commented 9 years ago

Relevant code locations:

axch commented 8 years ago

Much though I like the algorithmic challenge of doing a K-S test for agreement between a sampler and a probability density function by running the quadrature needed to compute the cdf from the pdf in tandem with the cdf queries the K-S test requires and cleverly reusing query points, probably the cleanest way to achieve the desired effect for 1-D continuous distributions would be to just reuse analytically known cdfs.

To wit:

axch commented 8 years ago

Finite-domain discrete distributions are easier, because the exact answer for the Chi^2- or G-test can be computed by enumerating all values, because the pdf is also the probability mass function.