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Support for DualNumbers #432

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bdeonovic opened this issue Nov 2, 2015 · 2 comments
Closed

Support for DualNumbers #432

bdeonovic opened this issue Nov 2, 2015 · 2 comments

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@bdeonovic
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Would it be at all possible to make Distributions work with DualNumbers (or any of the other packages from http://www.juliadiff.org/) so that gradient and hessian can be calculated for logpdfs?
@johnmyleswhite
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This is currently being experimented with. Check out the recent pull requests.

@bdeonovic
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I see, sounds like it will be awhile though? What are some of the major hurtles? If Anyone is curious the relevant issues/PRs are: #423, #427, #428, #430,
JuliaDiff/ForwardDiff.jl#66

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@johnmyleswhite @bdeonovic