stheno.random module¶

class stheno.random.Normal[source]¶

Bases: stheno.random.RandomVector

Normal random variable.

Parameters

mean (column vector, optional) – Mean of the distribution. Defaults to zero.
var (matrix) – Variance of the distribution.

property dim¶: Dimensionality.

property dtype¶: Data type.

entropy()[source]¶

Compute the entropy.

Returns: The entropy.
Return type: scalar

kl[source]¶

Compute the KL divergence with respect to another normal distribution.

Parameters: other (random.Normal) – Other normal.
Returns: KL divergence.
Return type: scalar

lmatmul(other)[source]¶

logpdf(x)[source]¶

Compute the log-pdf.

Parameters

x (input) – Values to compute the log-pdf of.

Returns

Log-pdf for every input in x. If it can be: determined that the list contains only a single log-pdf, then the list is flattened to a scalar.

Return type

list[tensor]

property m2¶: Second moment.

marginal_credible_bounds()[source]¶

Get the marginal credible region bounds.

Returns

A tuple containing the marginal means and marginal lower and: upper 95% central credible interval bounds.

Return type

tuple

marginals()[source]¶

Get the marginals.

Returns: A tuple containing the marginal means and marginal variances.
Return type: tuple

property mean¶: Mean.

property mean_is_zero¶: The mean is zero.

rmatmul(other)[source]¶

sample(num=1, noise=None)[source]¶

Sample from the distribution.

Parameters

num (int) – Number of samples.
noise (scalar, optional) – Variance of noise to add to the samples. Must be positive.

Returns

Samples as rank 2 column vectors.

Return type

tensor

property var¶: Variance.

w2[source]¶

Compute the 2-Wasserstein distance with respect to another normal distribution.

Parameters: other (random.Normal) – Other normal.
Returns: 2-Wasserstein distance.
Return type: scalar

class stheno.random.Random[source]¶

Bases: object

A random object.

class stheno.random.RandomProcess[source]¶

Bases: stheno.random.Random

A random process.

class stheno.random.RandomVector[source]¶

Bases: stheno.random.Random

A random vector.