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Sine Skewed distribution #1055

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merged 18 commits into from
Sep 20, 2021

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OlaRonning
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Translating Sine Skewed distribution from Pyro.

@OlaRonning OlaRonning added enhancement New feature or request WIP labels Jun 3, 2021
@OlaRonning OlaRonning self-assigned this Jun 3, 2021
@OlaRonning OlaRonning mentioned this pull request Jul 3, 2021
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@OlaRonning OlaRonning removed the WIP label Jul 8, 2021
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@fehiepsi fehiepsi left a comment

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LTGM overall. I'll add a PR for l1_ball constraint shortly.

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fehiepsi
fehiepsi previously approved these changes Sep 19, 2021
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Looks great to me! Thanks for porting this over NumPyro, Ola!

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@OlaRonning
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Thanks for all the reviews and feedback! It's a great help.

I added gen_values_outside_bounds to be from either [-2,-1.1] or [1.1, 2.] , but never both. I think this is fine. gen_values_inside_bounds generates from [0., .5] or [-0.5, 0]. This will need to be changed if we use the l1_ball constraint for event_dim > 2 in our testing. Let me know if I should make it more general.

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Yup, those testing values look reasonable to me. Thanks for explaining!

@fehiepsi fehiepsi merged commit e91bd43 into pyro-ppl:master Sep 20, 2021
@OlaRonning OlaRonning deleted the feature/sine_skewed_dist branch September 20, 2021 19:39
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