Generalize Multinomial moment to arbitrary dimensions

Author: markvrma

Diff for: pymc/distributions/multivariate.py

@@ -56,7 +56,7 @@
     logpow,
     multigammaln,
 )
-from pymc.distributions.distribution import Continuous, Discrete
+from pymc.distributions.distribution import Continuous, Discrete, get_moment
 from pymc.distributions.shape_utils import (
     broadcast_dist_samples_to,
     rv_size_is_none,
@@ -558,11 +558,7 @@ def dist(cls, n, p, *args, **kwargs):
         return super().dist([n, p], *args, **kwargs)
 
     def get_moment(rv, size, n, p):
-        if p.ndim > 1:
-            n = at.shape_padright(n)
-        if (p.ndim == 1) & (n.ndim > 0):
-            n = at.shape_padright(n)
-            p = at.shape_padleft(p)
+        n = at.shape_padright(n)
         mode = at.round(n * p)
         diff = n - at.sum(mode, axis=-1, keepdims=True)
         inc_bool_arr = at.abs_(diff) > 0
@@ -682,21 +678,8 @@ def dist(cls, n, a, *args, **kwargs):
         return super().dist([n, a], **kwargs)
 
     def get_moment(rv, size, n, a):
-        p = a / at.sum(a, axis=-1)
-        mode = at.round(n * p)
-        diff = n - at.sum(mode, axis=-1, keepdims=True)
-        inc_bool_arr = at.abs_(diff) > 0
-        mode = at.inc_subtensor(mode[inc_bool_arr.nonzero()], diff[inc_bool_arr.nonzero()])
-
-        # Reshape mode according to dimensions implied by the parameters
-        # This can include axes of length 1
-        _, p_bcast = broadcast_params([n, p], ndims_params=[0, 1])
-        mode = at.reshape(mode, p_bcast.shape)
-
-        if not rv_size_is_none(size):
-            output_size = at.concatenate([size, [p.shape[-1]]])
-            mode = at.full(output_size, mode)
-        return mode
+        p = a / at.sum(a, axis=-1, keepdims=True)
+        return get_moment(Multinomial.dist(n=n, p=p, size=size))
 
     def logp(value, n, a):
         """

Diff for: pymc/tests/test_distributions_moments.py

@@ -1308,22 +1308,22 @@ def test_polyagamma_moment(h, z, size, expected):
             np.array([[4, 6, 0, 0], [4, 2, 2, 2]]),
         ),
         (
-            np.array([[0.25, 0.25, 0.25, 0.25], [0.26, 0.26, 0.26, 0.22]]),
-            np.array([1, 10]),
-            None,
-            np.array([[1, 0, 0, 0], [2, 3, 3, 2]]),
+            np.array([0.3, 0.6, 0.05, 0.05]),
+            np.array([2, 10]),
+            (1, 2),
+            np.array([[[1, 1, 0, 0], [4, 6, 0, 0]]]),
         ),
         (
-            np.array([0.26, 0.26, 0.26, 0.22]),
+            np.array([[0.25, 0.25, 0.25, 0.25], [0.26, 0.26, 0.26, 0.22]]),
             np.array([1, 10]),
             None,
             np.array([[1, 0, 0, 0], [2, 3, 3, 2]]),
         ),
         (
             np.array([[0.25, 0.25, 0.25, 0.25], [0.26, 0.26, 0.26, 0.22]]),
             np.array([1, 10]),
-            (2, 2),
-            np.full((2, 2, 4), [[1, 0, 0, 0], [2, 3, 3, 2]]),
+            (3, 2),
+            np.full((3, 2, 4), [[1, 0, 0, 0], [2, 3, 3, 2]]),
         ),
     ],
 )
@@ -1470,10 +1470,16 @@ def test_lkjcholeskycov_moment(n, eta, size, expected):
         (np.array([3, 6, 0.5, 0.5]), 2, None, np.array([1, 1, 0, 0])),
         (np.array([30, 60, 5, 5]), 10, None, np.array([4, 6, 0, 0])),
         (
-            np.array([[26, 26, 26, 22]]),  # Dim: 1 x 4
-            np.array([[1], [10]]),  # Dim: 2 x 1
+            np.array([[30, 60, 5, 5], [26, 26, 26, 22]]),
+            10,
+            (1, 2),
+            np.array([[[4, 6, 0, 0], [2, 3, 3, 2]]]),
+        ),
+        (
+            np.array([26, 26, 26, 22]),
+            np.array([1, 10]),
             None,
-            np.array([[[1, 0, 0, 0]], [[2, 3, 3, 2]]]),  # Dim: 2 x 1 x 4
+            np.array([[1, 0, 0, 0], [2, 3, 3, 2]]),
         ),
         (
             np.array([[26, 26, 26, 22]]),  # Dim: 1 x 4