CliMA / CliMA/ParameterEstimocean.jl

`Bijectors.jl` for random variable transformations?

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❓ question
Dominant language
Julia
Stars
22
Forks
6
PR merge metrics
No merged PRs in 30d

Description

Transforming from "constrained" (physical space) distributions to "unconstrained" (EKI-space, `Normal`) distributions is a core component of our interface:

https://github.com/CliMA/ParameterEstimocean.jl/blob/cc601ec7cf1c413b5d6d058f661c0a9105301fc1/src/Parameters.jl#L216

@briochemc points out that it might be possible to use

https://github.com/TuringLang/Bijectors.jl

which could potentially allow us to support any prior `Distribution` without having to code the transformation ourselves? (I'm not sure this actually makes sense... but leaving this here in case we want to dive deeper in the future).

Contributor guide

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Research direction

Start by reading the transformation code in src/Parameters.jl around line 216, then review the proposed TuringLang/Bijectors.jl integration. Determine whether Bijectors.jl can support the constrained-to-unconstrained distribution transformations needed here and whether it would enable arbitrary prior Distribution types. Done means documenting a clear integration decision and scope.

Written by the indexing model from the issue text.

Assessment

Tech stack
julia
Domain
machine-learning
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
20/100

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