Overview: inputting an integral/expectation problem into pigeons

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

We exemplify these different input methods on a recurrent example: an unidentifiable toy model, see the page describing the recurrent example in more details.