[edit 6/1 - new poll at bottom!] Dear applied statisticians, We’re adding a language feature to the compiler to allow you to manually specify a distribution that will only be calculated proportional to a constant (i.e. it will not be normalized). Whatever feature we choose will not break any exist…

Thanks for asking. Let me provide the context that’s missing from the poll. Right now, target += foo_lpdf(y | theta); and y ~ foo(theta); behave differently. The functional form and hence target += includes normalizing constants (like \log \sqrt{2 \pi} in the normal lpdf). The sampling state…

Statisticians: _propto vs _unnormalized (vs ?)

General

hhau May 31, 2019, 9:50pm 2

Maybe kernel? https://en.wikipedia.org/wiki/Kernel_(statistics)#Bayesian_statistics
Downside is that It’s already a heinously overloaded word.

Request for final feedback: User controlled unnormalized (propto) distribution syntax

Topic		Replies	Views
Request for final feedback: User controlled unnormalized (propto) distribution syntax General	12	1373	June 25, 2020
Can I sample from an unnormalized target distribution by using stan? Modeling	6	999	April 28, 2020
Target += vs. sampling: does dropping constants preserve sampling behavior? General	5	430	October 13, 2022
Sampling from a density up to normalisation constant General	3	616	January 8, 2019
Can we have unnormalised densities in user functions? General performance , language	20	1100	April 16, 2020

Statisticians: _propto vs _unnormalized (vs ?)

Related Topics