Add JAX implementation for InvGammaRV

[PaulScemama]

This PR is a draft to close #1368. Furthermore, I had to change the .pre-commit-config.yaml slightly to pass the mypy check. This bug has been discussed in #1474 (reply in thread).

@brandonwillard @rlouf let me know what you both think regarding the types-setuptools issue. If it hasn't affected anyone else then I would assume you wouldn't want the change to the .pre-commit-config.yaml.

Here are a few important guidelines and requirements to check before your PR can be merged:

• There is an informative high-level description of the changes.
• The description and/or commit message(s) references the relevant GitHub issue(s).
• pre-commit is installed and set up.
• The commit messages follow these guidelines.
• The commits correspond to relevant logical changes, and there are no commits that fix changes introduced by other commits in the same branch/BR.
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EDIT:

Something that I didn't realize in the beginning...from wolfram:

"the inverse gamma distribution with shape parameter $\alpha$ and scale parameter $\beta$ is the distribution followed by the inverse of a gamma distribution with shape parameter $\alpha$ and scale parameter $\color{red} 1 / \beta$."

Could be useful to say something like:

"the InvGamma(shape, scale) is equivalent to taking the reciprocal of samples from a Gamma(shape, 1 / scale) distribution" in the docs.

[codecov]

Codecov Report

Merging #1480 (0b66d2a) into main (4a687c0) will increase coverage by 0.00%.
The diff coverage is 100.00%.

❗ Current head 0b66d2a differs from pull request most recent head eda2f50. Consider uploading reports for the commit eda2f50 to get more accurate results

Additional details and impacted files

@@           Coverage Diff           @@
##             main    #1480   +/-   ##
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  Coverage   75.06%   75.06%           
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  Files         194      194           
  Lines       50091    50101   +10     
  Branches    12096    12097    +1     
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+ Hits        37600    37610   +10     
  Misses      10170    10170           
  Partials     2321     2321           

Impacted Files	Coverage Δ
aesara/link/jax/dispatch/random.py	100.00% <100.00%> (ø)

[brandonwillard]

"the InvGamma(shape, scale) is equivalent to taking the reciprocal of samples from a Gamma(shape, 1 / scale) distribution" in the docs.

Yes, definitely.

[brandonwillard]

This PR is a draft to close #1368. Furthermore, I had to change the .pre-commit-config.yaml slightly to pass the mypy check. This bug has been discussed in #1474 (reply in thread).

Is that still an issue now that #1482 is merged?

[brandonwillard]

I pushed some small changes and squashed; should be ready to merge after passing.

[PaulScemama]

This PR is a draft to close #1368. Furthermore, I had to change the .pre-commit-config.yaml slightly to pass the mypy check. This bug has been discussed in #1474 (reply in thread).

Is that still an issue now that #1482 is merged?

It is not an issue anymore.

[brandonwillard]

Thanks a lot, @PaulScemama!

[PaulScemama]

Thank you! @brandonwillard I learned a lot.