tensorflow / tensorflow/probability
Copula primer mentions Uniform marginals, but example does not have uniform marginals
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Description
[TFP is awesome, thanks so much for all the amazing functionality!]
I've been reading the copulas primer at https://www.tensorflow.org/probability/examples/Gaussian_Copula
Twice in the first couple of paragraphs it mentions that a copula is a distribution on [0, 1]^n with uniform marginals.
a copula is a multivariate distribution C(U_1, U_2, ...) such that marginalizing gives U_i ~ Uniform(0, 1).
the Gaussian Copula is a distribution over the unit hypercube
[0, 1]^nwith uniform marginals.
However, in the example just below, the copula pdf pdf = GaussianCopulaTriL(...) doesn't have uniform marginals. The contour plot here is clearly non-uniform in the y direction (the marginal is Normal-like, not Uniform).
Would anyone be able to explain why this is?
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Research direction
Read the Gaussian Copula primer linked in the issue and inspect the GaussianCopulaTriL example alongside its contour plot. Determine whether the example or the surrounding explanation is inconsistent, then document the resolution or identify the required correction so the stated marginal behavior and example agree.
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Assessment
- Tech stack
- jupyter-notebook, tensorflow
- Domain
- documentation, machine-learning
- Issue type
- Documentation
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 30/100