tfc.distributions.upper_tail

Approximates upper tail quantile for range coding.

tfc.distributions.upper_tail(
    distribution, tail_mass
)

For range coding of random variables, the distribution tails need special handling, because range coding can only handle alphabets with a finite number of symbols. This method returns a cut-off location for the upper tail, such that approximately tail_mass probability mass is contained in the tails (together). The tails are then handled by using the 'overflow' functionality of the range coder implementation (using an Elias gamma code).

distribution A tfp.distributions.Distribution object.
tail_mass Float between 0 and 1. Desired probability mass for the tails.

A tf.Tensor broadcastable to shape self.batch_shape containing the approximate upper tail quantiles for each scalar distribution.