def _sample_n(self, n, seed=None):
# The sampling method comes from the fact that if:
# X ~ Normal(0, 1)
# Z ~ Chi2(df)
# Y = X / sqrt(Z / df)
# then:
# Y ~ StudentT(df).
shape = array_ops.concat([[n], self.batch_shape()], 0)
normal_sample = random_ops.random_normal(shape, dtype=self.dtype, seed=seed)
df = self.df * array_ops.ones(self.batch_shape(), dtype=self.dtype)
gamma_sample = random_ops.random_gamma(
[n],
0.5 * df,
beta=0.5,
dtype=self.dtype,
seed=distribution_util.gen_new_seed(seed, salt="student_t"))
samples = normal_sample * math_ops.rsqrt(gamma_sample / df)
return samples * self.scale + self.loc # Abs(scale) not wanted.
student_t.py 文件源码
python
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