Chad Scherrer

Thanks @torfjelde . For performance, I think it's important for the transformation to work in terms of a local variable, like an iteration. For example, here's TransformVariables on a Simplex...

Great! And I think we had already talked about having bijectors write into preallocated memory, so the transformation can be allocation-free. Oh, and one more thing... I think all of...

Sounds good :)

Sounds good! I've often hoped for a common interface for this sort of thing, especially the currently-incompatible diffeomorphism implementations that are spread across a few packages like this one. One...

This is superseded by https://github.com/JuliaRegistries/General/pull/64778

@DilumAluthge yep that's it

> It's not necessary to compute it if you don't call `rand` or `logpdf` shrug > > One approach that doesn't touch the structure of `FiniteGP` would be to add...

> It's not necessary to compute it if you don't call `rand` or `logpdf` shrug Just to be sure I understand, what else would you do with a `FiniteGP`? I...

Is it clear that I'm talking about `MeasureTheory.MvNormal`? Not seeing the type piracy here. Though having AbstractGPs use MeasureTheory would be great if you're open to that

> Haha, my suggestion was `Distributions.MvNormal` since `FiniteGP` is already a subtype of `Distributions.AbstractMvNormal` smile Right, I'd want to get to the fast implementation in MultivariateMeasures.jl, and avoid type piracy...