tensorflow / tensorflow/probability
Truncated laplace distribution
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Description
Hi,
Is there a way to implement truncated laplace distribution and use it with NUTS sampler? Truncated PDF is original PDF divided
by CDF(right) - CDF(left) right?
Use case:
In the physical system that I model, the measurements are sparse, always positive and within certain bounds.
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by reviewing the distribution APIs and NUTS sampler support relevant to truncated distributions. Define completion as providing a truncated Laplace distribution with the proposed CDF normalization that can be used with NUTS for positive, bounded measurements.
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Assessment
- Tech stack
- tensorflow
- Domain
- machine-learning
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 30/100