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Compile BUGS models to a Distributions.jl Distribution type #27

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yebai opened this issue Oct 31, 2022 · 4 comments
Open

Compile BUGS models to a Distributions.jl Distribution type #27

yebai opened this issue Oct 31, 2022 · 4 comments
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enhancement New feature or request

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@yebai
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yebai commented Oct 31, 2022

Another very useful target for BUGS models is a Distributions.Distribution object. This would allow us to use these models as a new Distribution in other PPLs including Turing.

Here are two concrete use cases:

  1. use BUGS language to specify a complicated hierarchical prior, then the DAG would allow us to perform re-parameterisation optimisation etc. See e.g. here
  2. use BUGS language to specify an HMM/SSM model, then DAG would allow us to perform SMC/PMCMC inference efficiently
@sunxd3
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sunxd3 commented Oct 12, 2023

For now, we will postpone supporting this util JuliaStats/Distributions.jl#1762 or similar interface is implemeted.

@sunxd3
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sunxd3 commented Nov 28, 2023

Update on this JuliaStats/Distributions.jl#1803

@sethaxen
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sethaxen commented Dec 1, 2023

@sunxd3 what's your usecase for a NamedTupleVariate?

@sunxd3
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sunxd3 commented Dec 2, 2023

@sethaxen mostly an interface nicety, I am thinking compiling BUGS to a NamedTupleVariat, then the model can be used in a Turing model (and vice versa).

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