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input-overview.md

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CurrentModule = Pigeons

[Overview: inputting an integral/expectation problem into pigeons](@id input-overview)

Pigeons takes as input an expectation or integration problem. Pigeons supports a wide range of methods for specifying the input problem, described in the pages below.

  • [Turing.jl model](@ref input-turing): a succinct specification of a joint distribution from which a posterior (target) and prior (reference) are extracted.
  • [Black-box Julia function](@ref input-julia): less automated, but more general and fully configurable.
  • [Stan model](@ref input-stan): a convenient adaptor for the most popular Bayesian modelling language.
  • [MCMC code implemented in another language](@ref input-nonjulian): bridging your MCMC code to pigeons to make it distributed and parallel.
  • [Customize the MCMC explorers used by PT](@ref input-explorers).

We exemplify these different input methods on a recurrent example: an unidentifiable toy model, see [the page describing the recurrent example in more details](@ref unidentifiable-example).