Prior predictive sampling with transformed RV

Questions
18

  1. The TransformedRV has its random method, and it is used in predictive sampling. What’s wrong is the notion that passing a transform parameter to a distribution will change the values returned from said RV’s random.

  2. It shouldn’t be draw_values responsibility to deal with this. We should fix the the way in which TransformedRVs are built and clearly distinguish between the two cases at hand: automatically unconstraining the values of an RV in pm.sample and transforming the values drawn from a given distribution. The first case is what we currently call transform and I think that’s wrong sand confusing. The second case is what you want to get, it would apply the transform during inference and also in predictive sampling.