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All Projects → tpapp → TransformVariables.jl

tpapp / TransformVariables.jl

Licence: other
Transformations to contrained variables from ℝⁿ.

Programming Languages

julia
2034 projects

Labels

bayesian-inferencejulia-packagebayesian-statistics

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TransformVariables.jl

lifecycle build codecov.io Documentation Documentation

Successor of ContinuousTransformations.jl.

Features

  • Simple interface.
  • Fast implementation, unrolling when it makes sense.
  • Targeted to applications in statistics, mainly ML, MAP, and Bayesian inference.
  • Take advantage of Julia v0.7 features, especially named tuples and compiler optimizations.

Caveat

  • Work in progress. API will change rapidly, without warning.
  • Expect speed regressions until API is finalized.
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