blei-lab / edward

A probabilistic programming language in TensorFlow. Deep generative models, variational inference.
http://edwardlib.org
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support for essential log density functions #8

Closed dustinvtran closed 8 years ago

dustinvtran commented 8 years ago

Discrete

Continuous

useful references:

dustinvtran commented 8 years ago

@altosaar writes:

also forgot to mention - instead of re-coding e.g. gamma variables in tensorflow, why not write kernels for them in c++ and then bazel compile? then you could just wrap stan math for distributions?!

Also a possibility!

dustinvtran commented 8 years ago

The dirichlet log pdf has a bug and I think the multinomial and gamma/inverse gamma distributions do too. I'll fix this in a branch now with some basic unit tests.