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Add icdf for Beta, Gamma, and StudentT #1478

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merged 5 commits into from
Sep 12, 2022

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fehiepsi
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Fixes #1365

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are all the cdfs and icdfs here compared against scipy in the tests?

def betainc(a, b, x):
try:
from tensorflow_probability.substrates.jax.math import betainc as betainc_fn
except ImportError:
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do you want to include an error message here as below?

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Here we use the default jax implementation (which does not have grad over all params)

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Yes, those cdf/icdf are compared against scipy in the tests

@martinjankowiak martinjankowiak merged commit e28a3fe into pyro-ppl:master Sep 12, 2022
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icdf of beta distribution is not implemented
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