tfp.experimental.tangent_spaces.ConstantDiagonalSymmetricMatrixSpace

Tangent space of M the space of n x n symmetric matrices, with fixed constant diagonal.

Inherits From: TangentSpace

Methods

compute_basis

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Compute basis of symmetric matrices.

transform_coordinatewise

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Same as transform_dimension_preserving, for a coordinatewise f.

Default falls back to transform_dimension_preserving, which may be overridden in subclasses.

Args
x same as in transform_dimension_preserving.
f same as in transform_dimension_preserving.
**kwargs same as in transform_dimension_preserving.

Returns
log_density A Tensor representing the log density correction of f at x
space A TangentSpace representing the tangent to fM at f(x)

Raises
NotImplementedError if the TangentSpace subclass does not implement transform_dimension_preserving.

transform_dimension_preserving

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Same as transform_general, assuming f goes from R^n to R^n.

Default falls back to transform_general, which may be overridden in subclasses.

Args
x same as in transform_general.
f same as in transform_general.
**kwargs same as in transform_general.

Returns
log_density A Tensor representing the log density correction of f at x
space A TangentSpace representing the tangent to fM at f(x)

Raises
NotImplementedError if the TangentSpace subclass does not implement transform_general.

transform_general

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Returns the density correction, in log space, corresponding to f at x.

Also returns a new TangentSpace representing the tangent to fM at f(x).

Args
x Tensor (structure). The point at which to calculate the density.
f Bijector or one of its subclasses. The transformation that requires a density correction based on this tangent space.
**kwargs Optional keyword arguments as part of the Bijector.

Returns
log_density A Tensor representing the log density correction of f at x
space A TangentSpace representing the tangent to fM at f(x)

Raises
NotImplementedError if the TangentSpace subclass does not implement this method.

transform_projection

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Same as transform_general, with f a projection (or its inverse).

Default falls back to transform_general, which may be overridden in subclasses.

Args
x same as in transform_general.
f same as in transform_general.
**kwargs same as in transform_general.

Returns
log_density A Tensor representing the log density correction of f at x
space A TangentSpace representing the tangent to fM at f(x)

Raises
NotImplementedError if the TangentSpace subclass does not implement transform_general.