Question on Conditional Distributions in Tensorflow_Probability.

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Gaurav Joshi

Jun 1, 2023, 6:03:03 AM6/1/23
to TensorFlow Probability
I wanted to know about the features available in tensorflow_probability for making conditional Distributions. More specifically how can I make a distribution which is conditioned on another random variable.
My use case is: I have to pick to times (t_1 and t_2) from t = 0 to 10s, but they have to be picked in a beta distribution, ie t_1 is a beta distribution from 0 to 10s, and t_2 is a beta distribution from t_1 to 10s. For this, I have to make a t_2 as a conditional beta distribution conditioned on t_1.
 If anyone can point me out to some docs or show me how the conditional beta can be made, I will be very grateful.


Jun 1, 2023, 6:21:45 AM6/1/23
to Gaurav Joshi, TensorFlow Probability
The general term for this in TensorFlow Probability is "JointDistribution". A couple of relevant tutorials:

Note that JointDistribution comes in a few different "flavors" depending on your syntactic preferences.
Hope this helps.



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