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Probability distributions for JAX

Project description

PJAX

Do you just want probability distributions for JAX without all the added baggage of tensorflow-probability or numpyro?

Do you have some weird distribution not available in the above or scipy.stats?

Then PJAX is for you. Lightweight probability distributions using JAX backend. That's it.

import jax
import jax.numpy as jnp
from pjax import distributions


a = jnp.asarray([4.3, 0.8])
b = jnp.asarray([1.2, 7.3])
dist = distributions.Gamma(a, b)

x = jnp.asarray([0.4, 0.5, 0.6, 0.7])
dist.log_pdf(x)

key = jax.random.PRNGKey(42)
dist.sample(key, shape=(100,))

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