I’m trying to implement likelihood for data that is two dimensional. Each dimension follows a Cauchy distribution (with parameters loc as unknown) and is independent. How can I use pyro.sample to define a joint distribution? Also what if one followed a Cauchy and other Normal. How can I get a custom likelihood?

# How to define two dimensional likelihood in pyro?

check out the tutorials if you haven’t, most of the examples use some sort of custom likelihood. in your case, you can use `pyro.plate`

and a `pyro.sample`

with a Cauchy of batch_shape 2. You can similarly use two sample statements to get the Cauchy-Normal likelihood.