A common framework for implementing and using log densities for inference, providing the following functionality.
logdensitymethod with corresponding interface, which can be used by other packages that operate on (log) densities and need to evaluate the log densities or the gradients (eg MCMC, MAP, ML or similar methods).
ADgradientwhich makes objects that support
logdensityto calculate log density values calculate log density gradients using various automatic differentiation packages.
TransformedLogDensityusing the TransformVariables.jl package, allowing callables that take a set of parameters transformed from a flat vector of real numbers to support the
Various utility functions for debugging and testing log densities.
See the documentation for details.