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Add the energy score scoring rule for comparing multivariate distributions #3362

Merged
merged 5 commits into from
Apr 23, 2024
Merged

Add the energy score scoring rule for comparing multivariate distributions #3362

merged 5 commits into from
Apr 23, 2024

Commits on Apr 21, 2024

  1. Added the multivariate energy score metric along with tests for its e… 

    …quivalence to the CRPS metric in the univariate case.
    Ben Zickel committed Apr 21, 2024
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  2. Combined tests for CRPS and univariate energy score.

    Ben Zickel committed Apr 21, 2024
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Commits on Apr 22, 2024

  1. Added test for the multivariate energy score.

    Ben Zickel committed Apr 22, 2024
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  2. Fixed docs and linting and added typing for pyro.ops.stats.energy_sco… 

    …re_empirical.
    Ben Zickel committed Apr 22, 2024
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  3. Fix math in docs.

    Ben Zickel committed Apr 22, 2024
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