google-deepmind / torch-distributions

Probability distributions, wrapped for Torch.
BSD 3-Clause "New" or "Revised" License
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Fixed entropy and KL for Wishart and Normal Wishart #32

Closed dpfau closed 9 years ago

dpfau commented 9 years ago

Removed tests for positivity of differential entropy (because it is not in general true!), fixed Wishart entropy and KL to be defined in terms of common helper functions (at some cost of computational efficiency) and rewrote Normal-Wishart entropy and KL in correct form (previous naive version was incorrect).