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pyro-ppl / numpyro Public

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Add Wishart distribution.#1779

Merged

fehiepsi merged 11 commits intopyro-ppl:masterpyro-ppl/numpyro:masterfrom

tillahoffmann:wisharttillahoffmann/numpyro:wishartCopy head branch name to clipboard

May 13, 2024

Conversation Commits11 (11)Checks Files changed

Merged

Add Wishart distribution.#1779
fehiepsi merged 11 commits intopyro-ppl:masterfrom
tillahoffmann:wishart

Commits

Commits on May 13, 2024

Add Wishart distribution.
tillahoffmann
committed
Reduce dimensionality for bijection tests of positive definite matrices.
tillahoffmann
committed
Add `WishartCholesky` distribution and use it as base for `Wishart`.
tillahoffmann
committed
Promote instead of broadcast Wishart parameters.
tillahoffmann
committed
Assert exactly one of parameters is specified and update shape inference.
tillahoffmann
committed
Implement `infer_shapes` for `Wishart` and `WishartCholesky`.
tillahoffmann
committed
Add entropy for Wishart distribution.
tillahoffmann
committed
Add sampled entropy test for distribution without `scipy` equivalent.
tillahoffmann
committed
Simplify `logabsdet` evaluation of `scale_tril`.
tillahoffmann
committed
Remove default `None` argument for concentration of Wishart distribution.
tillahoffmann
committed
Add `tri_logabsdet` utility function.
tillahoffmann
committed

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