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Chapter 4: Distributions, random variables, and priors in CUQIpy

In this chapter, we introduce the concepts of distributions and random variables in CUQIpy, and how to use them to define priors for Bayesian inverse problems. We also showcase a collection of predefined distributions intended for testing sampling algorithms. We discuss defining and using random fields in CUQIpy as well as how to use random variables to define hierarchical priors. Additionally, we provide an overview of implicit priors in CUQIpy.