1 ReparametrizableDistributions.jl
Implements functionality to reparametrize distributions/posteriors to make them easier to sample from using MCMC methods.
1.1 Installation
Initialize julia project if not done yet, see e.g. https://pkgdocs.julialang.org/v1/environments/.
In short, something like:
From that REPL, run:
# Enter julia package manager
]
# Add registered external packages
add Optim ReverseDiff Random Distributions
# Add reparametrization package
add https://github.com/nsiccha/ReparametrizableDistributions.jl
After doing that, you should be able to run one of the examples at https://nsiccha.github.io/ReparametrizableDistributions.jl/.
1.2 Examples
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