JuliaMath / JuliaMath/MeasureTheory.jl
Support ChangesOfVariables.with_logabsdet_jacobian for transformations
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- Julia
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Description
With ChangesOfVariables.jl we now have a standard for how to express transforms with log-abs-det-jacbian values, supported by central packages like LogExpFunctions.jl, as well as TransformVariables.jl, Bijectors.jl and others.
Transforms like `AffineTransform` ideally use `ChangesOfVariables.with_logabsdet_jacobian` as their primary LADJ-handling mechanism. This could also gradually reduce dependencies on TransformVariables.jl in the code.
`Pushforward` (should move into MeasureBase, see cscherrer/MeasureBase.jl#54) wouldn't need the `logjac::L` field anymore (`with_logabsdet_jacobian` now can test if an LADJ-definition exists).
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