probabilistic-programming

Pyro's HMC and NUTS implementations are feature-complete and well-tested, but they are quite slow in models like the one in our Bayesian regression tutorial that operate on small tensors for reasons that are largely beyond our control (mostly having to do with the design and implementation of torch.autograd), which is unfortunate because these

Are there any plans to add a Zero-Inflated Poisson (ZIP) and Zero-Inflated Negative Binomial (ZINB) to TFP? Those are usually very common distributions in other packages, and it shouldn't be hard to implement.

Ankit Shah and I are trying to use Gen to support a project and would love the addition of a dirichlet distribution

TruncatedDistribution has both low and high. Why do TruncatedNormal and TruncatedCauchy only have low?

The current example on MDN from Edward tutorials needs small modifications to run on edward2. Documentation covering these modifications will be appreciated.

Hi,

Looks like there is support for lots of common distribution. There are a handful of other distributions which are not presently supported but could (fingers crossed) be easily implemented. Looking at [Stan's Function Reference] I see...

• Beta Binomial
• [Chi-Square](https://mc-stan.org/docs/2

There are a variety of interesting optimisations that can be performed on kernels of the form

k(x, z) = w_1 * k_1(x, z) + w_2 * k_2(x, z) + ... + w_L k_L(x, z)

A naive recursive implementation in terms of the current Sum and Scaled kernels hides opportunities for parallelism in the computation of each term, and the summation over terms.

Notable examples of kernels with th

See discussion #134. It is not clear enough what integration_steps means in the context of NUTS. This is however very important for anyone who wants to know how "efficient" a sampler is in terms of the number of gradient evaluations. The docstring should be improved, and the quantity rename to respect what is done in the rest of the library.

See wikipedia table for example patterns: https://en.wikipedia.org/wiki/List_of_integrals_of_Gaussian_functions