tensorflow / probability

Probabilistic reasoning and statistical analysis in TensorFlow
https://www.tensorflow.org/probability/
Apache License 2.0
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Add the (implicit) reparameterization gradient for inverse Gaussian distribution #996

Closed yorkerlin closed 3 years ago

yorkerlin commented 4 years ago

The autograd implementation including some test cases is available at https://github.com/yorkerlin/iBayesLRule/blob/master/inverse_gauss/inv_gauss_sampler.py

The writeup can be found at Appendix H.1 (page 27) of https://arxiv.org/pdf/2002.10060v8.pdf (to appear at ICML 2020)

srvasude commented 3 years ago

This is fixed by https://github.com/tensorflow/probability/commit/a91efeb17a6f6fdae97d3465878f5fc7fba12d30