Seth Axen

Came here to suggest this. The Syed 2019 paper is great!

Congrats, @s-syed! And that would be great. @ptiede I was wondering how you handled metric/step-size adaptation when using parallel tempering. Did the temperature levels each have their own adapted metric/step...

Sorry for the delay @OriolAbril ! I will review later today.

That would be one approach. `loo` both computes the log-weights using `psislw` and then estimates the ELPD. Technically this function only needs the log-weights from `loo`, so it would be...

For InferenceObjects.jl, we for the most part ignore that `getindex` returns a `NamedTuple` and primarily use `DimStack` as a `NamedTuple` of `DimArray`s with the extra check that `Dim`s are consistent....

> A Wirtinger is a flavour of Jacobian, no? It's the Jacobian with a change of basis (under the constraint that the function is holomorphic).

There are so many examples on here, discourse, and Zygote docs where someone writes the Wirtinger derivative in terms of `frule` and `rrule` (e.g. https://fluxml.ai/Zygote.jl/stable/complex/). Might be worth including it...

I don't understand the table, but I believe it amounts to first checking that all bijectors are (elementwise) univariate with `all(x -> is_monotonically_increasing(x) | is_monotonically_decreasing(x), bijectors)` and then checking that...

@torfjelde I haven't had a chance to check this directly myself, but does this do the right thing for products of heterogenous univariate distributions? It would be nice if a...

+1 for this. On Julia v1.10.0-beta1, this package for me takes 0.66s to load with UnicodePlots and 0.16s without UnicodePlots. As a dependency, that 0.16s is probably nothing, since most...