JAX: Implement geometric RV sampling #1444
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Smit-create
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Feb 20, 2023
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| sample_num = jax.numpy.log(jax.random.uniform(sampling_key, size)) | ||
| sample = sample_num / jax.numpy.log1p(-p) | ||
| sample_ceil = jax.numpy.ceil(sample) |
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Reference: http://www.nrbook.com/devroye/Devroye_files/chapter_ten.pdf (pg. 15-16)
Codecov Report
Additional details and impacted files@@ Coverage Diff @@
## main #1444 +/- ##
=======================================
Coverage 74.81% 74.81%
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Files 194 194
Lines 49995 50007 +12
Branches 10572 10572
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+ Hits 37402 37414 +12
Misses 10267 10267
Partials 2326 2326
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rlouf
previously approved these changes
Feb 20, 2023
brandonwillard
previously approved these changes
Feb 20, 2023
brandonwillard
added
enhancement
Smit-create
dismissed stale reviews from brandonwillard and rlouf
via
552346f
|
Thank you @Smit-create! |
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Fixes #1323
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