Understanding the distribution shapes

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Gurkirat Singh

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Nov 23, 2022, 8:32:53 PM11/23/22
to TensorFlow Probability
Hi there, I want confirm my understanding of the event, batch and sample shapes that I have learnt from here

Here are the points
- sampling is selection of events from a population / distribution
- identically distributed samples means, each element is from same distribution (same properties like mean and std)
- event shape is the shape of the single event from single sampling of a single distribution
- batch shape is the shape of the single event from single sampling of different distribtions
- sample shape is the shape of the events from single sampling of the distributions

so if there are two distributions with each event shape (2, 3), and you sample 2 events (experiment is done now its time of output), then the shape would be (2, 2, 2, 3)

2 2 2 3
^ ^ ^ ^
| | ---
|_|__|____________ sample shape (selection of subsets from pool of sample space of experiment)
|__|____________ batch shape (independent and unidentical distributions, defined by experiments)
|____________ event shape (single event in the sample space, where |E| = 1 and E ⊂ S)

Gurkirat Singh

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Nov 23, 2022, 8:34:14 PM11/23/22
to TensorFlow Probability, Gurkirat Singh
Here is the image version of what I want to say

Screenshot_20221124_070138.png

rif

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Nov 27, 2022, 11:36:15 AM11/27/22
to Gurkirat Singh, TensorFlow Probability
This seems essentially correct to me, although I didn't 100% understand every single sentence.

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