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mjhajharia / transforms

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Unify Stickbreaking and ProbitProduct #73

Closed sethaxen closed 10 months ago

sethaxen commented 10 months ago

This PR updates stick-breaking and probit-product transforms to adopt the new nomenclature in the appendix:

It additionally adopts a new offset for stick-breaking normal, which should improve initialization and is explained in the appendix. Also, the transform is implemented as a function that increments the log probability.

spinkney commented 10 months ago

Should we close #72 and #73 because #71 is merged?

sethaxen commented 10 months ago

Should we close #72 and #73 because #71 is merged?

No, #71 only updates implementations and nomenclature for log-simplex transforms. For consistency, #72 and #73 should also be merged, which update the simplex transforms.