Add support for multivariate truncated normal

[Randl]

For example, this can be used as a reference implementation -- https://github.com/lbelzile/TruncatedNormal

[ursk]

Hi Evgeniy,

Thanks for your request. This is currently not on our roadmap, but please educate us what your use case is.

We welcome community contributions and we will support you if you want to create a PR for it. We have a Standards doc with more information on writing tfp.distributions.

[Randl]

TruncatedNormal is a good choice for continuous distribution with bounded support. I'm currently working on some project which could make use of it. For example, in "Deterministic Decoding for Discrete Data in Variational Autoencoders" authors have shown an advantage of bounded support distributions, but haven't utilized TruncatedNormal due to expensive sampling.

I hope to find some time to send a PR soon.