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mjhajharia / transforms

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Add DirichletLogisticNormal as target density #70

Closed sethaxen closed 10 months ago

sethaxen commented 10 months ago

A slightly more convenient parameterization of the family of distributions containing both Dirichlet and logistic normal described in doi.org/10.1111/j.2517-6161.1985.tb01341.x

sethaxen commented 10 months ago

See also https://gist.github.com/sethaxen/fc732d4a3baf3e0aca3bde42d20f02ff for a Julia implementation with a few more notational comments.

sethaxen commented 10 months ago

After our meeting today, I think it will be more convenient to add a multi_logistic_normal_lpdf