JuliaMath / JuliaMath/DensityInterface.jl
Support transforming log density
- Dominant language
- Julia
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- 12
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- 2
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Description
ChangesOfVariables.jl implements an interface for performing a transformation and getting the corresponding log-density adjustment needed. This is implemented by a number of packages, including TransformVariables.jl and Bijectors.jl.
It would be handy if the API in this package included API functions like the following:
```julia
has_constrained_parameters(density)
has_default_unconstraining_transformation(density)
default_unconstraining_transformation(density)
```
If the resulting transformation is required to implement the ChangesOfVariables API, then this would allow a function to generically transform a constrained density to an unconstrained one, e.g. for sampling or optimization (an enhancement to the ChangesOfVariables API is needed to "invert" the transformation).
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