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Implement VonMises distribution for random angles #131

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fritzo opened this issue Feb 14, 2018 · 4 comments
Open

Implement VonMises distribution for random angles #131

fritzo opened this issue Feb 14, 2018 · 4 comments
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@fritzo
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fritzo commented Feb 14, 2018

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@vishwakftw
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vishwakftw commented Feb 18, 2018

Will this not require an approximation / implementation of the Bessel function, which I think is not available in PyTorch? However, MKL and CUDA supports these as special functions, so I think a PR with Bessel would be required first.

@fritzo
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fritzo commented Feb 18, 2018

Gosh I haven't looked into the details of implementing .sample() and .log_prob(). Is the bessel function needed for sampling or for scoring?

@vishwakftw
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I believe it is required for scoring. Sampling can be done without Bessel functions.

@vishwakftw
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This is a good paper to read from https://www.jstor.org/stable/2346732?seq=1#page_scan_tab_contents.

@alicanb alicanb self-assigned this Jul 12, 2018
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