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Add convenience classes for the (multivariate) normal. #15

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Merged
merged 31 commits into from
Mar 13, 2025

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@willGraham01 willGraham01 commented Mar 13, 2025

Adds Distribution and DistributionFamily subclasses for the (multivariate) normal distribution.

This is primarily for

  • Us as developers to have some particular classes to experiment with.
  • To provide some convenience classes to users for standard distributions.

Note that we are using jax.random for these implementation, so we are implicitly going with Jax as our default backend.

@willGraham01 willGraham01 marked this pull request as ready for review March 13, 2025 12:00
@willGraham01 willGraham01 merged commit e30cae5 into main Mar 13, 2025
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@willGraham01 willGraham01 deleted the wgraham/sample-normal-dists branch March 13, 2025 13:53
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