Comments (2)
neerajprad
commented on July 17, 2024
This would be ideal and can probably be done for some distributions, but I doubt if this would be generally possible. The reason is that if numpy's logpdf method is using some operation implemented in C or Cython, the tracer wouldn't be able to trace through the operation and we won't be able to use jax primitives like jit or grad. The only way to do that would be to define these as custom operations in jax itself.
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fehiepsi
commented on July 17, 2024
@neerajprad I mean to defer it to JAX's scipy.stats module. Some distributions are already available there.
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