🚀 Feature
Add Wishart distribution and Inverse Wishart distribution to 'torch.distributions'.
Motivation
Wishart and Inverse Wishart distributions are key component to model the distribution of symmetric positive definite matrices.
It can help to support wide variety of probabilistic inference method with PyTorch.
Pitch
May I send PR of the implementation of Wishart and inverse Wishart distribution codes?
Current implementation of Wishart distribution: https://github.com/nonconvexopt/pytorch/blob/wishart_distribution/torch/distributions/wishart.py
cc @fritzo @neerajprad @alicanb @nikitaved
🚀 Feature
Add Wishart distribution and Inverse Wishart distribution to 'torch.distributions'.
Motivation
Wishart and Inverse Wishart distributions are key component to model the distribution of symmetric positive definite matrices.
It can help to support wide variety of probabilistic inference method with PyTorch.
Pitch
May I send PR of the implementation of Wishart and inverse Wishart distribution codes?
Current implementation of Wishart distribution: https://github.com/nonconvexopt/pytorch/blob/wishart_distribution/torch/distributions/wishart.py
cc @fritzo @neerajprad @alicanb @nikitaved