So I am trying out the awesome
DynamicHMC.jl package and as such need to wrap my head around using
ContinousTransformations.jl to make sure my priors are handled correctly.
My current issue is how to combine transformations conveniently. What I want:
P = 10 element long vector of \beta’s the first must be positive, but the rest are unbounded. And the last parameter is a variance so much be positive as well.
Currently I can’t figure out how to do this. I have:
θ_transform = TransformationTuple(ArrayTransformation(bridge(ℝ, ℝ), P), bridge(ℝ, ℝ⁺))
Which is okay, but doesn’t give the first list transform to be non-negative. If I try to splice in one more like the last, it makes parsing the arguments tricky … Any tips?
The full code this is embeded in is at: https://github.com/gabrielgellner/LearnHMC/blob/master/src/test.jl