Statistical Distributions (contrib)

Classes representing statistical distributions and ops for working with them.

Classes for statistical distributions

Classes that represent batches of statistical distributions. Each class is initialized with parameters that define the distributions.

Base classes

Univariate (scalar) distributions

Multivariate distributions

Multivariate normal

Other multivariate distributions

Multivariate Utilities

Transformed distributions

Mixture Models

Posterior inference with conjugate priors

Functions that transform conjugate prior/likelihood pairs to distributions representing the posterior or posterior predictive.

Normal likelihood with conjugate prior

Kullback-Leibler Divergence

Utilities