pyro-ppl / numpyro

Probabilistic programming with NumPy powered by JAX for autograd and JIT compilation to GPU/TPU/CPU.
https://num.pyro.ai
Apache License 2.0
2.1k stars 227 forks source link

Add explicit reparametrizer. #1754

Closed tillahoffmann closed 4 months ago

tillahoffmann commented 4 months ago

This PR adds an ExplicitReparam of a latent variable x to a transformed space y = transform(x) with more amenable geometry. This reparametrizer is similar to TransformReparam but allows reparametrizations to be decoupled from the model declaration.