Non-bijective deterministic objective

pyro-ppl / numpyro

Probabilistic programming with NumPy powered by JAX for autograd and JIT compilation to GPU/TPU/CPU.

https://num.pyro.ai

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Non-bijective deterministic objective #1405

Open YanniPapandreou opened 2 years ago

YanniPapandreou commented 2 years ago

Hi, I have been using numpyro for my research and have been finding it very useful!

I had a quick question which isn't clear to me from the documentation. Is there a way to have an observation I want to condition on be the result of a non-bijective deterministic function? I saw in this issue #932 that this can be done using the TransformedDistribution API with a bijective transform. Is this not possible with a non-bijective transform?

Joshuaalbert commented 1 year ago

Use nested sampling, JAXNS can handling arbitrary probability models. JAXNS is integrated with numpyro.