k is a random variable k ~ Normal(μ, σ), μ and σ have some other priors. I want to use a non-centered parameterization of the prior. I want to do something like this k_ ~ Normal(0, 1) k = k_ * σ + μ Since the above doesn’t use ~ Turing doesn’t record k, it only records k_. Is there a way to do thi…

We currently don’t have a good way to record the transformed variable, but you can apply the transformation after the inference. We will likely add a mechanism to track arbitrary variables soon.

How to do non-centered parameterization in Turing

Specific Domains Statistics

erman_test September 19, 2021, 9:38am 14

Is this possible now? I was just looking for the same thing.
I don’t think I found it in the turing documentation

1 Like

Topic		Replies	Views
Turing.jl: fix some parameters to prior distribution Probabilistic Programming	14	2190	June 10, 2020
Custom likelihoods in Turing.jl General Usage	15	3777	October 26, 2018
Turing.jl: prior on quantiles General Usage turing	4	1001	April 21, 2021
Turing - "Automatic" Non-Centered Distribution Types Probabilistic Programming turing , distributions	0	65	November 13, 2024
Turing.jl - update variables within the model Probabilistic Programming turing	3	788	February 26, 2020

How to do non-centered parameterization in Turing

Related topics