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Published 20 hours ago • verified publisher icon pyro-ppl

Truncated gamma

Open quattro opened this issue 2 years ago • 4 comments

PR for issue #969 . Contains initial implementation that performs uniform sampling + inverse CDF of Left/Right/Doubly truncated Gamma. Relies on tensorflow functionality for igammainv function, which is not yet implemented at the lax/jax level (see https://github.com/google/jax/issues/5350).

There is a test that fails, but it is not clear to me if this is purely a numerical issue with the uniform + iCDF sampling, or a larger issue that I missed at the time I implemented things.

quattro avatar Oct 12 '21 17:10 quattro

@quattro Looking the the PR is is the good shape - just have small comments above. Any chance we can have this in the next numpyro release?

fehiepsi avatar Nov 03 '22 14:11 fehiepsi

Will try my best. Should have some time closer to Thanksgiving holidays, does that fall before next release schedule?

quattro avatar Nov 03 '22 15:11 quattro

Absolutely, there is no plan for the release date yet. Thank you!

fehiepsi avatar Nov 03 '22 19:11 fehiepsi