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Classes representing statistical distributions and ops for working with them.
Use tfp.distributions instead.
Modules
bijectors
module: Bijector Ops.
Classes
class Autoregressive
: Autoregressive distributions.
class BatchReshape
: The Batch-Reshaping distribution.
class Bernoulli
: Bernoulli distribution.
class Beta
: Beta distribution.
class BetaWithSoftplusConcentration
: Beta with softplus transform of concentration1
and concentration0
.
class Binomial
: Binomial distribution.
class Categorical
: Categorical distribution.
class Cauchy
: The Cauchy distribution with location loc
and scale scale
.
class Chi2
: Chi2 distribution.
class Chi2WithAbsDf
: Chi2 with parameter transform df = floor(abs(df))
.
class ConditionalDistribution
: Distribution that supports intrinsic parameters (local latents).
class ConditionalTransformedDistribution
: A TransformedDistribution that allows intrinsic conditioning.
class Deterministic
: Scalar Deterministic
distribution on the real line.
class Dirichlet
: Dirichlet distribution.
class DirichletMultinomial
: Dirichlet-Multinomial compound distribution.
class Distribution
: A generic probability distribution base class.
class ExpRelaxedOneHotCategorical
: ExpRelaxedOneHotCategorical distribution with temperature and logits.
class Exponential
: Exponential distribution.
class ExponentialWithSoftplusRate
: Exponential with softplus transform on rate
.
class Gamma
: Gamma distribution.
class GammaWithSoftplusConcentrationRate
: Gamma
with softplus of concentration
and rate
.
class Geometric
: Geometric distribution.
class HalfNormal
: The Half Normal distribution with scale scale
.
class Independent
: Independent distribution from batch of distributions.
class InverseGamma
: InverseGamma distribution.
class InverseGammaWithSoftplusConcentrationRate
: InverseGamma
with softplus of concentration
and rate
.
class Kumaraswamy
: Kumaraswamy distribution.
class Laplace
: The Laplace distribution with location loc
and scale
parameters.
class LaplaceWithSoftplusScale
: Laplace with softplus applied to scale
.
class Logistic
: The Logistic distribution with location loc
and scale
parameters.
class Mixture
: Mixture distribution.
class MixtureSameFamily
: Mixture (same-family) distribution.
class Multinomial
: Multinomial distribution.
class MultivariateNormalDiag
: The multivariate normal distribution on R^k
.
class MultivariateNormalDiagPlusLowRank
: The multivariate normal distribution on R^k
.
class MultivariateNormalDiagWithSoftplusScale
: MultivariateNormalDiag with diag_stddev = softplus(diag_stddev)
.
class MultivariateNormalFullCovariance
: The multivariate normal distribution on R^k
.
class MultivariateNormalTriL
: The multivariate normal distribution on R^k
.
class NegativeBinomial
: NegativeBinomial distribution.
class Normal
: The Normal distribution with location loc
and scale
parameters.
class NormalWithSoftplusScale
: Normal with softplus applied to scale
.
class OneHotCategorical
: OneHotCategorical distribution.
class Poisson
: Poisson distribution.
class PoissonLogNormalQuadratureCompound
: PoissonLogNormalQuadratureCompound
distribution.
class QuantizedDistribution
: Distribution representing the quantization Y = ceiling(X)
.
class RegisterKL
: Decorator to register a KL divergence implementation function.
class RelaxedBernoulli
: RelaxedBernoulli distribution with temperature and logits parameters.
class RelaxedOneHotCategorical
: RelaxedOneHotCategorical distribution with temperature and logits.
class ReparameterizationType
: Instances of this class represent how sampling is reparameterized.
class SeedStream
: Local PRNG for amplifying seed entropy into seeds for base operations.
class SinhArcsinh
: The SinhArcsinh transformation of a distribution on (-inf, inf)
.
class StudentT
: Student's t-distribution.
class StudentTWithAbsDfSoftplusScale
: StudentT with df = floor(abs(df))
and scale = softplus(scale)
.
class TransformedDistribution
: A Transformed Distribution.
class Uniform
: Uniform distribution with low
and high
parameters.
class VectorDeterministic
: Vector Deterministic
distribution on R^k
.
class VectorDiffeomixture
: VectorDiffeomixture distribution.
class VectorExponentialDiag
: The vectorization of the Exponential distribution on R^k
.
class VectorLaplaceDiag
: The vectorization of the Laplace distribution on R^k
.
class VectorSinhArcsinhDiag
: The (diagonal) SinhArcsinh transformation of a distribution on R^k
.
class WishartCholesky
: The matrix Wishart distribution on positive definite matrices.
class WishartFull
: The matrix Wishart distribution on positive definite matrices.
Functions
assign_log_moving_mean_exp(...)
: Compute the log of the exponentially weighted moving mean of the exp.
assign_moving_mean_variance(...)
: Compute exponentially weighted moving {mean,variance} of a streaming value.
auto_correlation(...)
: Auto correlation along one axis.
estimator_head_distribution_regression(...)
: Creates a Head
for regression under a generic distribution. (deprecated)
fill_triangular(...)
: Creates a (batch of) triangular matrix from a vector of inputs.
fill_triangular_inverse(...)
: Creates a vector from a (batch of) triangular matrix.
kl_divergence(...)
: Get the KL-divergence KL(distribution_a || distribution_b). (deprecated)
matrix_diag_transform(...)
: Transform diagonal of [batch-]matrix, leave rest of matrix unchanged.
moving_mean_variance(...)
: Compute exponentially weighted moving {mean,variance} of a streaming value.
normal_conjugates_known_scale_posterior(...)
: Posterior Normal distribution with conjugate prior on the mean.
normal_conjugates_known_scale_predictive(...)
: Posterior predictive Normal distribution w. conjugate prior on the mean.
percentile(...)
: Compute the q
-th percentile of x
.
quadrature_scheme_lognormal_gauss_hermite(...)
: Use Gauss-Hermite quadrature to form quadrature on positive-reals. (deprecated)
quadrature_scheme_lognormal_quantiles(...)
: Use LogNormal quantiles to form quadrature on positive-reals. (deprecated)
quadrature_scheme_softmaxnormal_gauss_hermite(...)
: Use Gauss-Hermite quadrature to form quadrature on K - 1
simplex. (deprecated)
quadrature_scheme_softmaxnormal_quantiles(...)
: Use SoftmaxNormal quantiles to form quadrature on K - 1
simplex. (deprecated)
reduce_weighted_logsumexp(...)
: Computes log(abs(sum(weight * exp(elements across tensor dimensions))))
.
softplus_inverse(...)
: Computes the inverse softplus, i.e., x = softplus_inverse(softplus(x)).
tridiag(...)
: Creates a matrix with values set above, below, and on the diagonal.