Open
Description
I think it would help to have a BivariateNormal
distribution. The MultivariateNormal
#52 is currently blocked in lack of batched/differentiable linear algebra operations, but for bivariate normals, it's simple to write the cholesky factorizations and inverses out by hand. This would also serve as a great reference implementation as we test the MultivariateNormal
once that is implemented. Here is an example implementation I wrote in Pyro (but the batching and shaping are different, so this will take some reworking for use in PyTorch): https://github.com/uber/pyro/blob/8f2f858/pyro/distributions/testing/bivariate_normal.py#L14
Metadata
Metadata
Assignees
Labels
No labels