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Improve automatic construction of transforms from prior support #616

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janfb opened this issue Jan 27, 2022 · 1 comment · Fixed by #619
Closed

Improve automatic construction of transforms from prior support #616

janfb opened this issue Jan 27, 2022 · 1 comment · Fixed by #619
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enhancement New feature or request

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@janfb
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janfb commented Jan 27, 2022

Currently, we check for prior with interval bounds (i.e., uniform and box-uniform) prior and then build a transform to unbounded space for them.

For priors that do not have a support of type constraints.interval we alway use the mean and std (from properties or estimated from samples) to build an affine shift and scale transform.

This ignores half-bounded prior, e.g., LogNormal or Gamma. Thus, it would be great to improve and automate the checks for prior bounds to include all common types of priors.

Relates to #585

Partly fixed in #602

@janfb janfb added the enhancement New feature or request label Jan 27, 2022
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janfb commented Jan 27, 2022

Update: this seems to be done by biject_to automatically, so no detailed checks needed.

See #619

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