Hi!
I have a parameter which has to sampled from a mixture of two weighted normal distribution.
gamma ~ w1N(mu1, sigma1) + w2N(mu2, sigma2)
I am new to pyro. Any help will be much appreciated!
Thanks!
Hi!
I have a parameter which has to sampled from a mixture of two weighted normal distribution.
gamma ~ w1N(mu1, sigma1) + w2N(mu2, sigma2)
I am new to pyro. Any help will be much appreciated!
Thanks!
Hi @lekha you can use a MixtureSameFamily distribution:
gamma = pyro.sample(
"gamma",
MixtureSameFamily(
Categorical(torch.tensor([w1, w2])),
Normal(torch.tensor([mu1, mu2]), torch.tensor([sigma1, sigma2])),
),
)