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add Tweedie distribution #18

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hrlai opened this issue May 16, 2023 · 0 comments
Open

add Tweedie distribution #18

hrlai opened this issue May 16, 2023 · 0 comments

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@hrlai
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hrlai commented May 16, 2023

Hi there, this is more of a feature request / self-assigned wishlist. The Tweedie (or compound Poisson-Gamma) distribution is becoming more popular in ecology for modelling positive-skewed data including zero.

I think this can be a low hanging fruit given https://github.com/tensorflow/probability/pull/1418/files

See also paper for ecological context https://link.springer.com/article/10.1007/s10651-012-0233-0

However tempted I am to address this issue I shall not distract myself too much :( But will try my best to tackle this asap, unless another kind soul races me to it :P

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