Should we support brms' centering transform?

[null-a]

See the center arg. of brmsformula.

[eb8680]

@neerajprad Is this something we could support upstream with more generic transformations in Pyro, as in e.g. this paper?

[neerajprad]

While we don't automatically reparametrize a model, a user can easily do so in NumPyro (not Pyro though) using TransformedDistributions. See this example on Neal's funnel. i.e. instead of using dist.Normal(mu, sigma) they can use dist.TransformedDistribution(dist.Normal(0., 1.), AffineTransform(mu, sigma)).

I think that should be sufficient for brmp since all the latents are being generated by us.

[null-a]

I think we're talking about two different things here. The thing I had in mind (which I called "brms' centering transform") is a transform of the data (mean centering) which is enabled by default. I'm not sure whether this is important, but if we don't have it we might simply want to note it as a difference between the two systems.