[feature request] Add the Hypergeometric distribution?

[austinv11]

Issue Description

In my work I need to develop a generative model that makes use of the Hypergeometric distribution. I believe torch.multinomial without replacement is equivalent? But it is of course, incompatible with pyro.sample statements.

Suggestions for alternative distributions would also be appreciated.

Thanks for your consideration!

[martinjankowiak]

torch.multinomial provides a sampler. a full-fledged distribution also requires a log_prob. however afaik evaluating the hypergeometric function involves nasty special functions that aren't available in pytorch

possibly relevant links:
https://github.com/google-deepmind/torch-cephes
pytorch/pytorch#76324
pytorch/pytorch#3877
pytorch/pytorch#36036

[austinv11]

Ah, that's unfortunate. Thanks for the info! Feel free to close.