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I know how to use Stan and I know how to use Turing. But how do those packages perform the posterior sampling for the underlying models. Can I write a posterior distribution down and get AdvancedHMC.jl to sample it? This is exactly what I want to do with a point process where the posterior distribution of the model is a touch more complicated than your typical regression problems. This post will take you through my thought process and how you got from an idea, to a simulation of that idea, frequ...