junyuan-chen / TransformVariables.jl

Transformations to contrained variables from ℝⁿ.

TransformVariables.jl

Successor of ContinuousTransformations.jl.

Features

• Simple interface.
• Fast implementation, unrolling when it makes sense.
• Targeted to applications in statistics, mainly ML, MAP, and Bayesian inference.
• Take advantage of Julia v0.7 features, especially named tuples and compiler optimizations.

Caveat

• Work in progress. API will change rapidly, without warning.
• Expect speed regressions until API is finalized.