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add GroupedNormalNormal distribution #3163

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merged 7 commits into from
Dec 13, 2022
Merged

add GroupedNormalNormal distribution #3163

merged 7 commits into from
Dec 13, 2022

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martinjankowiak
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@martinjankowiak martinjankowiak commented Dec 10, 2022

Conjugate distribution for Normally distributed data that is controlled by a latent mean that is also controlled by a Normal distribution. Supports ragged grouped data.

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@fritzo fritzo left a comment

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Looks good, just a couple minor comments

pyro/distributions/grouped_normal_normal.py Outdated Show resolved Hide resolved
pyro/distributions/grouped_normal_normal.py Show resolved Hide resolved
tests/distributions/test_grouped_normal_normal.py Outdated Show resolved Hide resolved
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@martinjankowiak
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thanks should be good to go now 👍

@fritzo fritzo merged commit 3422c3a into dev Dec 13, 2022
@fritzo fritzo deleted the groupednormalnormal branch January 5, 2023 17:44
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