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Fix support point for DiscreteMarkovChain with batch dimensions #626

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Fix support point for DiscreteMarkovChain with batch dimensions #626

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6 changes: 3 additions & 3 deletions pymc_extras/distributions/timeseries.py
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Original file line number Diff line number Diff line change
Expand Up @@ -241,7 +241,7 @@ def discrete_mc_moment(op, rv, P, steps, init_dist, state_rng):
def greedy_transition(*args):
*states, transition_probs, old_rng = args
p = transition_probs[tuple(states)]
return pt.argmax(p)
return pt.argmax(p, axis=-1)

chain_moment, moment_updates = pytensor.scan(
greedy_transition,
Expand All @@ -250,8 +250,8 @@ def greedy_transition(*args):
n_steps=steps,
strict=True,
)
chain_moment = pt.concatenate([init_dist_moment, chain_moment])
return chain_moment
chain_moment = pt.concatenate([init_dist_moment, chain_moment], axis=0)
return pt.moveaxis(chain_moment, 0, -1)


@_logprob.register(DiscreteMarkovChainRV)
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