Comments (2)
Hi! That sounds great! This package was mostly a one-off to allow me to generate quick transformations and I think it would be great to generalize this and allow us to transform to any density. I think a call would be great and I should have some free time next week.
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To expand a bit on what @cscherrer wrote above: Transport between many distributions and standard-normal and -uniform distributions are now available via MeasureBase.transport_to
and implemented in DistributionsMeasures.jl (ported over from BAT.jl). All uniform distributions are supported, as well as MvNormal
and Dirichlet
(the latter currently only one-way). The whole still needs improvement/turing for better type stability and we still need to add support for product measures and so on.
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Related Issues (2)
- TagBot trigger issue HOT 16
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