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Ran 10 Mar 2025 08:51PM UTC

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Committed 10 Mar 2025 08:08PM UTC coverage: 72.517% (-0.3%) from 72.85%

Job # 13773802920.1

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push

github

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web-flow

Commit Message

Add `CirculantNormal` distribution. (#1988)

* Add `CirculantNormal` distribution.

* Fix Jacobian of `RealFastFourierTransform`.

* Add transform to pack and unpack Fourier coefficients.

* Implement `CirculantNormal` using transformations.

* Fix typo in skip reason for `test_generated_sample_distribution`.

* Add `CirculantNormal` example notebook.

* Reformat `circulant_gp` example notebook.

* Fix keyword argument for `PackRealFastFourierCoefficientsTransform` test.

* Fix batch shape for mean, covariance_row, covariance_matrix.

* Add analytic KL divergence of diagonal `Normal` from `CirculantNormal`.

* Fix sign bug in `_PositiveDefiniteCirculantVector` validity check.

* Expand docstring and add references for `Circulant` distribution.

* Fix shape promotion for `Circulant` distribution args.

* Skip goodnes of fit test for `CirculantNormal`.

* Expand docstring of `CirculantNormal`.

* Update example and move legend.

---------

Co-authored-by: Du Phan <fehiepsi@gmail.com>

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