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Distributions for Symmetric Matrices. #68050

@nonconvexopt

Description

@nonconvexopt

🚀 Feature

Add Wishart distribution and Inverse Wishart distribution to 'torch.distributions'.

Motivation

Wishart and Inverse Wishart distributions are key component to model the distribution of symmetric positive definite matrices.
It can help to support wide variety of probabilistic inference method with PyTorch.

Pitch

May I send PR of the implementation of Wishart and inverse Wishart distribution codes?

Current implementation of Wishart distribution: https://github.com/nonconvexopt/pytorch/blob/wishart_distribution/torch/distributions/wishart.py

cc @fritzo @neerajprad @alicanb @nikitaved

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