Brian Patton

I'm not sure about Circular; it's not injective, and not even finitely non-injective like Square/Abs. How is it used by pymc?

We have both of those coming "real soon now" (progress bars and linear preconditioning), i.e. both are WIP currently.

range_min + tf.math.cumsum(bin_widths) will give you the knot x locations, similarly range_min + tf.math.cumsum(bin_heights) for the y locs Brian Patton | Software Engineer | ***@***.*** On Fri, Sep 16, 2022...

Looks like a nice addition, KaniadakisWeibull is probably the name we'd prefer, seems most specific. On Thu, Aug 25, 2022, 9:22 AM Leandro Campos ***@***.***> wrote: > This distribution is...

A few thoughts after looking over this: 1. If you had a complete conditional (which we should for the MVN case?), how would you implement the `make_kernel_fn`? Could `make_kernel_fn` return...

AIUI ARMA would be equivalent to `tfp.sts.Sum([tfp.sts.Autogregressive(order=1), tfp.sts.LocalLevel()])`

@davmre fyi

Generally distributions where KL is implemented indicate which "other" distribution types are supported. e.g. from https://www.tensorflow.org/probability/api_docs/python/tfp/distributions/Pareto?version=nightly other types with built-in registrations: Pareto It's a bit of a documentation gap that...

Are you aware of any reasonable sampling approaches? We could fall back to https://github.com/tensorflow/probability/blob/main/tensorflow_probability/python/distributions/discrete_rejection_sampling.py#L40 for log-concave discrete. Brian Patton | Software Engineer | ***@***.*** On Fri, Dec 3, 2021 at...

I'd suggest waiting until #1580 gets merged. I think it's close. Brian Patton | Software Engineer | ***@***.*** On Sun, Jul 24, 2022 at 3:20 PM Leandro Campos ***@***.***> wrote:...