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[feature] Write a proper Bijector for Turing #199

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lrnv opened this issue Apr 20, 2024 · 0 comments
Open

[feature] Write a proper Bijector for Turing #199

lrnv opened this issue Apr 20, 2024 · 0 comments
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@lrnv
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lrnv commented Apr 20, 2024

Usage with turing could be smoothed out by the existance of a propepr bijector, e.g. in a package extension.

Basically, Copulas are distributions functions supported on the unit d-variate hypercube, so I guess a stacked logit transfrom could be enough.

But then for SklarDist, the support information should be the same as for a Distributions.product().

The API for multivariate distributions to define their supports is not very clear to me, I'd love to get a few pointers on how to do it correctly

Refs:

https://turing.ml/dev/docs/using-turing/advanced#how-to-define-a-customized-distribution
https://github.com/TuringLang/Bijectors.jl

@lrnv lrnv self-assigned this Sep 19, 2024
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