  We present in this paper a way to transform a constrained statistical
inference problem into an unconstrained one in order to be able to use modern
computational methods, such as those based on automatic differentiation, GPU
computing, stochastic gradients with mini-batch.
  Unlike the parametrizations classically used in Machine Learning, the
parametrizations introduced here are all bijective and are even
diffeomorphisms, thus allowing to keep the important properties from a
statistical inference point of view, first of all identifiability.
  This cookbook presents a set of recipes to use to transform a constrained
problem into a unconstrained one.
  For an easy use of parametrizations, this paper is at the same time a
cookbook, and a Python package allowing the use of parametrizations with numpy,
but also JAX and PyTorch, as well as a high level and expressive interface
allowing to easily describe a parametrization to transform a difficult problem
of statistical inference into an easier problem addressable with modern
optimization tools.
