tfb_ordered: Bijector which maps a tensor x_k that has increasing elements...

View source: R/bijectors.R

tfb_orderedR Documentation

Bijector which maps a tensor x_k that has increasing elements in the last dimension to an unconstrained tensor y_k

Description

Both the domain and the codomain of the mapping is [-inf, inf], however, the input of the forward mapping must be strictly increasing. The inverse of the bijector applied to a normal random vector y ~ N(0, 1) gives back a sorted random vector with the same distribution x ~ N(0, 1) where x = sort(y)

Usage

tfb_ordered(validate_args = FALSE, name = "ordered")

Arguments

validate_args

Logical, default FALSE. Whether to validate input with asserts. If validate_args is FALSE, and the inputs are invalid, correct behavior is not guaranteed.

name

name prefixed to Ops created by this class.

Details

On the last dimension of the tensor, Ordered bijector performs: y[0] = x[0] y[1:] = tf$log(x[1:] - x[:-1])

Value

a bijector instance.

See Also

For usage examples see tfb_forward(), tfb_inverse(), tfb_inverse_log_det_jacobian().

Other bijectors: tfb_absolute_value(), tfb_affine_linear_operator(), tfb_affine_scalar(), tfb_affine(), tfb_ascending(), tfb_batch_normalization(), tfb_blockwise(), tfb_chain(), tfb_cholesky_outer_product(), tfb_cholesky_to_inv_cholesky(), tfb_correlation_cholesky(), tfb_cumsum(), tfb_discrete_cosine_transform(), tfb_expm1(), tfb_exp(), tfb_ffjord(), tfb_fill_scale_tri_l(), tfb_fill_triangular(), tfb_glow(), tfb_gompertz_cdf(), tfb_gumbel_cdf(), tfb_gumbel(), tfb_identity(), tfb_inline(), tfb_invert(), tfb_iterated_sigmoid_centered(), tfb_kumaraswamy_cdf(), tfb_kumaraswamy(), tfb_lambert_w_tail(), tfb_masked_autoregressive_default_template(), tfb_masked_autoregressive_flow(), tfb_masked_dense(), tfb_matrix_inverse_tri_l(), tfb_matvec_lu(), tfb_normal_cdf(), tfb_pad(), tfb_permute(), tfb_power_transform(), tfb_rational_quadratic_spline(), tfb_rayleigh_cdf(), tfb_real_nvp_default_template(), tfb_real_nvp(), tfb_reciprocal(), tfb_reshape(), tfb_scale_matvec_diag(), tfb_scale_matvec_linear_operator(), tfb_scale_matvec_lu(), tfb_scale_matvec_tri_l(), tfb_scale_tri_l(), tfb_scale(), tfb_shifted_gompertz_cdf(), tfb_shift(), tfb_sigmoid(), tfb_sinh_arcsinh(), tfb_sinh(), tfb_softmax_centered(), tfb_softplus(), tfb_softsign(), tfb_split(), tfb_square(), tfb_tanh(), tfb_transform_diagonal(), tfb_transpose(), tfb_weibull_cdf(), tfb_weibull()


tfprobability documentation built on Sept. 1, 2022, 5:07 p.m.