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I've thought about some options for fixing this, but I think I see a better one now. @mschauer has suggested basemeasure should be able to take the point as an argument, for cases where we might want the base measure to be the tangent space. So we can have a new function (probably with a different name than this)
functionlogdensity_tuple(d, x)
return (logdensity(d, x), basemeasure(d, x), x)
end
In cases like Affine where we end up with a transformation, the third argument can be the MapsTo object z ↦ x. The recursion step that finally eliminates the transformation can then work with z from that point on.
This is probably still a little vague, so I'll get a prototype together and see how it goes.
Say we change
logpdf
to print some things along the way,and similarly with
logdensity(::Affine, x)
:Then we can compute
Each
z
shown above is the result of a separatez = d.σ \ x
. That's very inefficient, so we need to fix it.The text was updated successfully, but these errors were encountered: