Better support for bounded/constrained distributions
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danielward27 commented
I am happy leaving it to the user to enforce constraints they require, rather than having explicitly constrained distributions, however:
- We need a
Log/Exp
bijection - We should ensure that
Distribution.log_prob
calculations involving arctanh and log return-jnp.inf
where appropriate (for samples out of support), rather thanjnp.nan
. - We should have an example of learning a distribution with bounded support