Ways to build measures

- [ ] From a log-density wrt some base measure
- [ ] As a superposition of other measures
- [ ] As a product measure
- [ ] By reweighting an existing measure
- [ ] By normalizing an existing measure
- [ ] From a CDF or copula function
- [ ] "Importance sampling" representation - changing the base measure
- [ ] From a set or weighted set
- [ ] From a loss function (treat as a negative log-density over Lebesgue measure)
- [ ] From expectations of basis functions, e.g. characteristic functions (https://github.com/cscherrer/MeasureTheory.jl/issues/59#issuecomment-772777110)
- [ ] From a random sampler (https://github.com/cscherrer/MeasureTheory.jl/issues/59#issuecomment-773177788)
- [ ] As a pushforward of an existing measure
- [ ] By sorting a power measure, for a linearly-ordered space (order statistics)
- [ ] As a Dirichlet Process generated from an existing measure
- [ ] As an empirical measure by sampling an existing measure (with replacement)
- [ ] By sampling from an existing measure without replacement