mxnet.gluon.probability.distributions.transformed_distribution

Transformed distribution

Classes

TransformedDistribution(base_dist, transforms)

A distribution generated by applying a sequence of transformations to a base distribution/

class mxnet.gluon.probability.distributions.transformed_distribution.TransformedDistribution(base_dist, transforms, validate_args=None)

Bases: Distribution

A distribution generated by applying a sequence of transformations to a base distribution/

Parameters:

• base_dist (Distribution) – Base distribution

• transforms (Transformation or List) – Transformation to be applied

cdf(value)

Compute the cumulative distribution function(CDF) p(Y < value)

icdf(value)

Returns the inverse cumulative density/mass function evaluated at value.

log_prob(value)

Compute log-likelihood of value with log_det_jacobian and log-likelihood of the base distribution according to the following conclusion:

Given that Y = T(X), log(p(y)) = log(p(x)) - log(|dy/dx|)

sample(size=None)

Generates a shape shaped sample.

sample_n(size=None)

Generate samples of (n + parameter_shape) from the distribution.