Open zenna opened 2 years ago
One of the things that concerns me is that I think it's possible for RCD to be incorrect in the sense that an inner expectation does not take into account external conditions.
julia> ϵ = @~ Normal(0, 1) julia> μ = @~ Categorical([0.1, 0.3, 0.6]) julia> x = pw(+, μ, ϵ) julia> 𝔼(x; k=1_000) = randsample(Random.MersennteTwister(0), x, k) julia> using Random julia> 𝔼(x; k=1_000) = mean(randsample(Random.MersenneTwister(0), x, k)) julia> pw(𝔼, rid(x, μ)) julia> UnicodePlots.histogram(randsample(pw(𝔼, rid(x, μ)), 1000)) UnicodePlots.histogram(randsample(pw(𝔼, rid(x, μ)) |ᶜ (ϵ >ₚ 0.0), 1000)) UnicodePlots.histogram(randsample(pw(𝔼, rid(x |ᶜ (ϵ >ₚ 0.0), μ)), 1000))
Point is that the last two plots are different, and that the last one is correct.
One of the things that concerns me is that I think it's possible for RCD to be incorrect in the sense that an inner expectation does not take into account external conditions.
Point is that the last two plots are different, and that the last one is correct.