tfp.experimental.bijectors.inverse_log_det_jacobian_ratio

Computes p.ildj(x, ndims) - q.idlj(y, ndims), numerically stably.

tfp.experimental.bijectors.inverse_log_det_jacobian_ratio(
    p, x, q, y, event_ndims, use_kahan_sum=True
)

p A bijector instance.
x A tensor from the support of p.forward.
q A bijector instance of the same type as p, with matching shape.
y A tensor from the support of q.forward.
event_ndims The number of right-hand dimensions comprising the event shapes of x and y.
use_kahan_sum When True, the reduction of any remaining event_ndims beyond the minimum is done using Kahan summation. This requires statically known ranks.

ildj_ratio log ((abs o det o jac p^-1)(x) / (abs o det o jac q^-1)(y)), i.e. in TFP code, p.inverse_log_det_jacobian(x, event_ndims) - q.inverse_log_det_jacobian(y, event_ndims). In some cases this will be computed with better than naive numerical precision, e.g. by moving differences inside of a sum reduction.