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Alexander März committed Aug 16, 2023
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"cell_type": "markdown",
"metadata": {},
"source": [
"Next, we specify a Gaussian distribution. By modifying the specification in the following, the user can specify alternative distributional assumptions. This includes the option to choose from a wide range of parametric univariate and multivariate distributions, as well as to model the data using Normalizing Flows. The user also has different function arguments for each distribution:\n",
"Next, we specify a Gaussian distribution. By modifying the specification in the following, the user can specify alternative distributional assumptions. This includes the option to choose from a wide range of parametric univariate distributions, as well as to model the data using Normalizing Flows. The user also has different function arguments for each distribution:\n",
"\n",
"- `stabilization`: specifies the stabilization method for the Gradient and Hessian. Options are `None`, `MAD` and `L2`.\n",
"- `response_fn`: specifies $h_{k}(\\cdot)$ and transforms the distributional parameter to the correct support. Here, we specify an exponential for $\\sigma_{i}(\\cdot)$ only.\n",
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