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google-deepmind / torch-randomkit

Provides and wraps the Randomkit library, copied from Numpy.
BSD 3-Clause "New" or "Revised" License
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Support for multinomial distribution pdf,sampler,log-pdf,grad log-pdf #10

Closed jucor closed 11 years ago

jucor commented 11 years ago

Suggested by @DaniloRezende.

jucor commented 11 years ago

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

Moved to jucor/torch-distributions#8