arviz-devs / preliz

A tool-box for prior elicitation.
https://preliz.readthedocs.io
Apache License 2.0
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PPE: Accept more than one distribution as target #427

Closed aloctavodia closed 3 months ago

aloctavodia commented 4 months ago

Currently PPE, only accepts as a target a single PreliZ distribution. We should allow more than one distribution. I see at least two useful options

To implement this we need to change this line https://github.com/arviz-devs/preliz/blob/main/preliz/internal/optimization.py#L235 into a function that takes target and returns a sample or we can precompute the samples that we pass to the optimization routine (the better option is probably the best one).