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Probabilistic reasoning and statistical analysis in TensorFlow
Hi TFP team! ### Overview The most common annoyance among Gaussian process users, is the failure of the Cholesky decomposition. I believe that this really is a major issue for...
The currently implemented version of the horseshoe distribution is not the parameterization that most ML papers use. This limits the ease of use of this as, for example, a prior...
Hello! I was glad to notice the introduction of the `tfd.MatrixNormal` in 0.13 (even if I saw it a bit late, ie today). However, the implementation of the KL divergence...
When using the DormandPrince solver for ode, the second derivative is always nan. Is it a bug or is it not supported? The BDF solver supports the second derivative. tensorflow...
Ok, so I'm trying to replicate the listnet and listmle loss functions [(link)](https://sutheeblog.wordpress.com/2017/03/10/listnet-and-listmle/) in keras/tensorflow, and in the above-mentioned link it says those loss functions rely on the Plackett Luce...
Hi, first of all I'd like to thank you for the great work. I have a feature request for a new method which implements the 'continuous ranked probability score' for...
Poisson Binomial distributions (and the more general Poisson Multinomial) crop up all over the place in the social sciences, particularly ecological inference, and linguistics. Having such a distribution in tensorflow...
When going through the tutorial [Bayesian Modeling with Joint Distribution](https://www.tensorflow.org/probability/examples/Modeling_with_JointDistribution) with its [CoLab](https://colab.research.google.com/github/tensorflow/probability/blob/main/tensorflow_probability/examples/jupyter_notebooks/Modeling_with_JointDistribution.ipynb#scrollTo=BeZI5emtDePC), running line 27, i.e. ``` @_make_val_and_grad_fn def neg_log_likelihood(x): # Generate a function closure so that we are...
I get the error that indicates NUTs is not yet implemented for the ReplicaExchangeMC. Here is the error REMCFieldNotFoundError: NUTSKernelResults( ) or a kernel result nested within it is currently...
I'm on tfp 0.16.0, python 3.8, windows10 Trying to extract a triangluar part of a matrix into a vector, I came across: ```python print( tfp.math.fill_triangular_inverse([ [4, 0, 0], [6, 5,...
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Probabilistic reasoning and statistical analysis in TensorFlow