Construct Gumbel process that generalizes two properties of the Gumbel distribution - 1) the Max-stability of independent Gumbel distributions and the consequence of 2) the Gumbel-max trick
Draw samples from a categorical distribution w/ Gumbel(0, 1) proxy
Construct Gumbel process that generalizes two properties of the Gumbel distribution - 1) the Max-stability of independent Gumbel distributions and the consequence of 2) the Gumbel-max trick
Draw samples from a categorical distribution w/ Gumbel(0, 1) proxy