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add DensityInterface dependency - #27

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cscherrer wants to merge 53 commits into
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density-interface

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@cscherrer

@cscherrer cscherrer commented Nov 9, 2021 •

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Dependency changes

  • Dropped KeywordCalls and MLStyle
  • Added Static

Now using DensityInterface.jl

  • logdensityof now computes log-density with respect to "root measure" (fixpoint of basemeasure)
  • Measures should be defined using logdensity_def

basemeasure_type and basemeasure_depth

basemeasure_type is like basemeasure, but on types. More precisely, it makes this square commute:
image

Using this, we can get basemeasure_depth, a StaticInt giving the number of steps required for basemeasure to reach a fixpoint. And that makes it so we can get a much faster logdensityof using generated functions.

Random.gentype

This already exists, so I replaced our former sampletype with this

Faster loading

Before:

julia> @time using MeasureBase
  0.429217 seconds (821.35 k allocations: 54.542 MiB, 2.38% gc time, 2.60% compilation time)

After:

julia> @time using MeasureBase
  0.289539 seconds (586.28 k allocations: 40.438 MiB, 3.78% compilation time)

@cscherrer cscherrer linked an issue Nov 9, 2021 that may be closed by this pull request
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Package name latest stable
MeasureTheory.jl

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@cscherrer
cscherrer marked this pull request as ready for review November 29, 2021 23:51
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Package name latest stable
MeasureTheory.jl

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Package name latest stable
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Package name latest stable
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Package name latest stable
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@cscherrer cscherrer closed this Apr 1, 2022
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cscherrer deleted the density-interface branch April 4, 2022 21:26
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