distributions

Probability distribution classes and factories.

Can be used for random parameters in pmrf.parameters.

These are (mostly) re-exports from parax, which in turn takes them from the distreqx library, filling in any that the installed version of distreqx does not provide. The goal is to cover the most common applications; for more advanced use-cases, simply use distreqx directly instead.

Classes

AbstractDistribution()

Base class for all distreqx distributions.

Gamma(concentration, rate)

Gamma distribution with parameters concentration and rate.

Joint(distributions)

Joint distribution over a PyTree of statistically independent distributions.

LogNormal(loc, scale)

LogNormal distribution parameterized by loc and scale of the underlying Normal.

Normal(loc, scale)

Normal distribution with location loc and scale parameters.

Transformed(distribution, bijector)

Distribution of a random variable transformed by a bijective function.

TruncatedNormal(loc, scale, low, high)

Truncated Normal distribution with loc, scale, low, and high parameters.

Uniform(low, high)

Uniform distribution with low and high parameters.

Functions

CenteredUniform(center, half_width)

Create a Uniform distribution defined by center and width.

RelativeNormal(mean, pct_std)

Create a Normal distribution defined by relative standard deviation.

RelativeTruncatedNormal(mean, pct_std[, ...])

Create a symmetric Truncated Normal distribution defined by relative standard deviation and truncated at a specified number of standard deviations from the mean.

truncate(dist, new_lower, new_upper)

Attempts to return a truncated version of the distribution.