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bmg: Implement a sigmoid transform for use with distributions like Beta.

Open gafter opened this issue 1 year ago • 5 comments

Summary: Adds a new transform, Sigma, which maps a probability value in the range (0..1) to the range (-INF..INF). This is one of the blockers preventing distributions like Beta from working with NUTS.

Reviewed By: yucenli

Differential Revision: D38399002

gafter avatar Sep 01 '22 18:09 gafter

This pull request was exported from Phabricator. Differential Revision: D38399002

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