Statistics: Implement SampledDistribution
variant to Distribution
to support estimated distributions
#14897
Labels
enhancement
New feature or request
Is your feature request related to a problem or challenge?
The new low-level framework to evaluate expressions in a probabilistic context (#14699) supports various distribution types, but it doesn't yet support sampled distributions represented by historgrams.
Describe the solution you'd like
We can add a
SampledDistribution
variant toDistribution
, which will store a histogram. All summary statistics (mean, variance and others) will be derived from the histogram. When combiningSampledDistribution
objects with binary operations, the statistics framework will construct the resulting histogram from histograms of operands. For example, whenevaluate_statistics
is invoked on aBinaryExpr
that adds two expressions whoseDistributions
areSampledDistribution
s, the output histogram will be the convolution of the two histograms (due to the independence assumption in the framework).Describe alternatives you've considered
N/A.
Additional context
No response
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