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NeilGirdhar

NeilGirdhar

Add the Wishart distribution

1

https://en.wikipedia.org/wiki/Wishart_distribution https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.wishart.html#scipy.stats.wishart

NeilGirdhar

https://en.wikipedia.org/wiki/Inverse_Gaussian_distribution https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.wald.html#scipy.stats.wald

NeilGirdhar

This would help with creating distributions like the normal-gamma distribution, and the normal inverse-Wishart distribution.

NeilGirdhar

[See wikipedia](https://en.wikipedia.org/wiki/Inverse-Wishart_distribution). Also, depends on #12

NeilGirdhar

NeilGirdhar

Bumps [notebook](https://github.com/jupyter/notebook) from 7.0.6 to 7.0.7. Release notes Sourced from notebook's releases. v7.0.7 7.0.7 (Full Changelog) Enhancements made Update to JupyterLab 4.0.11 #7215 (@​krassowski) Maintenance and upkeep improvements Update ruff...

dependabot[bot]

Bumps [jupyterlab](https://github.com/jupyterlab/jupyterlab) from 4.0.10 to 4.0.11. Release notes Sourced from jupyterlab's releases. v4.0.11 4.0.11 (Full Changelog) Security fixes Potential authentication and CSRF tokens leak in JupyterLab (GHSA-44cc-43rp-5947) SXSS in Markdown...

dependabot[bot]

Use Choleksy decomposition instead of `jnp.linalg.inv` in Multivariate Gaussian Distributions.

1

Thanks for creating such a nice library. I have experienced numerical instability in the Multivariate Gaussian Distributions. For better numerical stability, I wondered if it would be better replace e.g.,...

daniel-dodd