Bijectors.jl: Flexible transformations for probability distributions


Tor Erlend Fjelde, Kai Xu, Mohamed Tarek, Sharan Yalburgi, Hong Ge ;
Proceedings of The 2nd Symposium on Advances in Approximate Bayesian Inference, PMLR 118:1-17, 2020.


Transforming one probability distribution to another is a powerful tool in Bayesian inference and machine learning. Some prominent examples are constrained-to-unconstrained transformations of distributions for use in Hamiltonian Monte Carlo and constructing exible and learnable densities such as normalizing ows. We present Bijectors.jl, a software package in Julia for transforming distributions, available at The package provides a exible and composable way of implementing transformations of distributions without being tied to a computational framework. We demonstrate the use of Bijectors.jl on improving variational inference by encoding known statistical dependencies into the variational posterior using normalizing ows, providing a general approach to relaxing the mean-field assumption usually made in variational inference.

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