Hi there,
I have been using MultivariateNormal from pytorch distributions. I was hoping to find an implementation of more heavy-tailed distributions like the student’s t, but it looks like it doesn’t exist? It looks like there is one in TensorFlow (tfp.distributions.MultivariateStudentTLinearOperator).
Does anyone know if pytorch actually has something like this? Or if it’s possible to request it?
Thank you!
Rob