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All Projects → tpapp → LogDensityProblems.jl

tpapp / LogDensityProblems.jl

Licence: other
A common framework for implementing and using log densities for inference.

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julia
2034 projects

Labels

bayesian-methodsbayesianbayesian-inferencemcmcbayesian-data-analysis

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LogDensityProblems.jl

Lifecycle lifecycle build codecov.io Documentation Documentation

A common framework for implementing and using log densities for inference, providing the following functionality.

  1. The logdensity method with corresponding interface, which can be used by other packages that operate on (log) densities and need to evaluate the log densities or the gradients (eg MCMC, MAP, ML or similar methods).

  2. The ADgradient which makes objects that support logdensity to calculate log density values calculate log density gradients using various automatic differentiation packages.

  3. Various utility functions for debugging and testing log densities.

NOTE As of version 1.0, transformed log densities have been moved to TransformedLogDensities.jl. Existing code that uses TransformedLogDensity should add

using TransformedLogDensities

or equivalent.

See the documentation for details.

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