Fractional total_count in Negative Binomial

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Krzysztof Rusek

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Dec 10, 2021, 5:42:42 AM12/10/21
to TensorFlow Probability
Hello,

In the documentation of the total_count parameter of the tdf.NegativeBinomial we can read:
"Its components should be equal to integer values."
However, the distribution works fine with fractional values e.g the log_prob is differentiable wrt total_count.

Is there a particular reason for such a constrain since, mathematically, the fractional value is perfectly valid when NegativeBinomial is interpreted as GammaPoisson distribution.
In fact, the sampling method is based on this interpretation.

Regards
Krzysztof Rusek
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