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Bijectors.jl for random variable transformations? #259

@glwagner

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@glwagner

Transforming from "constrained" (physical space) distributions to "unconstrained" (EKI-space, Normal) distributions is a core component of our interface:

transform_to_unconstrained::Normal, Y) = (Y - Π.μ) / Π.σ

@briochemc points out that it might be possible to use

https://github.com/TuringLang/Bijectors.jl

which could potentially allow us to support any prior Distribution without having to code the transformation ourselves? (I'm not sure this actually makes sense... but leaving this here in case we want to dive deeper in the future).

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