[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.

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Statisticians: _propto vs _unnormalized (vs ?)

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