preliz
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PPE: Accept more than one distribution as target
Currently PPE, only accepts as a target a single PreliZ distribution. We should allow more than one distribution. I see at least two useful options
- A list, and then we assume all distributions have an equal contribution. i.e. we sample all distributions with the same probability.
- Or a list of tuples, like [(dist0, w0), (dist1, w1)], for unequal contribution. i.e. we sample all distributions proportional to the weight
w
To implement this we need to change this line https://github.com/arviz-devs/preliz/blob/main/preliz/internal/optimization.py#L235 into a function that takes target
and returns a sample or we can precompute the samples that we pass to the optimization routine (the better option is probably the best one).