search

google-deepmind / torch-distributions

Probability distributions, wrapped for Torch.
BSD 3-Clause "New" or "Revised" License
61 stars 25 forks source link

Support for multinomial distribution pdf,sampler,log-pdf,grad log-pdf #8

Closed jucor closed 11 years ago

jucor commented 11 years ago

Issue by jucor from Friday Nov 01, 2013 at 18:34 GMT Originally opened as https://github.com/jucor/torch-randomkit/issues/10

Suggested by @DaniloRezende.

jucor commented 11 years ago

Comment by jucor from Tuesday Nov 12, 2013 at 10:07 GMT

Fast sampling: http://www.cornebise.com/julien/publis/isba2012-slides.pdf#page=39 and even faster, with lower variance, stratified sampling: http://www.cornebise.com/julien/publis/isba2012-slides.pdf#page=65

Have an old in-house version, which will be much faster with FFI now. Will do that this afternoon.

jucor commented 11 years ago

Done in #15 :)

DaniloRezende commented 11 years ago

Awesome, thank you very much.