Code

Tweaking wishart fix from 729#734

Code

Merged

njtierney merged 21 commits intogreta-dev:mastergreta-dev/greta:masterfrom njtierney:tweaking-wishart-fix-from-729njtierney/greta:tweaking-wishart-fix-from-729Copy head branch name to clipboardNov 6, 2024

+462-340

Commits

Commits on Oct 16, 2024

• Addresses FillTriangular

  Show description for 8a18adf
  njtierney

  committed
  8a18adf

  Copy full SHA for 8a18adf

• add a test to check if Wishart is sampling the log prob correctly. Passes on branch, fails on master.

  njtierney

  committed
  3f3a51a

  Copy full SHA for 3f3a51a

Commits on Oct 27, 2024

• fix bug with printing tf numeric error

  njtierney

  committed
  1ca1dbd

  Copy full SHA for 1ca1dbd

• helper function for testing to extract distribution name

  njtierney

  committed
  01e04ca

  Copy full SHA for 01e04ca

• rename wishart test for log prob fubction returning NaNs. Add similar test for lkj distribution.

  njtierney

  committed
  3037aae

  Copy full SHA for 3037aae

Commits on Oct 30, 2024

• bulk changes from meetings to fix cholesky issues with wishart.

  Show description for 7d2f204
  njtierney

  committed
  7d2f204

  Copy full SHA for 7d2f204

Commits on Oct 31, 2024

• various pushes ti fix lkj distribution and also strangeness in wishart distribution

  njtierney

  committed
  8ebb6f8

  Copy full SHA for 8ebb6f8

• Further fixes to wishart:

  Show description for d40716a
  njtierney

  committed
  d40716a

  Copy full SHA for d40716a

• minor changes to some tests

  njtierney

  committed
  0634d16

  Copy full SHA for 0634d16

• Improvements to test_distributions_cholesky

  Show description for e557efa
  njtierney

  committed
  e557efa

  Copy full SHA for e557efa

Commits on Nov 1, 2024

• Removed our custom forward_log_det_jacobian function from tf_correlation_cholesky_bijector (used in lkj_correlation). Previously, it didn't seem to work with unknown dimensions, but it now works wi…

  Show description for 2dff8b0
  njtierney

  committed
  2dff8b0

  Copy full SHA for 2dff8b0

• note about some issues with LKJ and our normalisation constant for the density

  njtierney

  committed
  5047b7a

  Copy full SHA for 5047b7a

• increase the number of n_effective samples for check_samples for lkj distribution

  njtierney

  committed
  0427e54

  Copy full SHA for 0427e54

• comment out LKJ tests purely to get a report back from CI on how greta is performing

  njtierney

  committed
  3256792

  Copy full SHA for 3256792

• refactor the geweke test to separate out the qqplot and KS test

  njtierney

  committed
  f3d2a1b

  Copy full SHA for f3d2a1b

• turn on release check for bivariate normal

  njtierney

  committed
  a8e6143

  Copy full SHA for a8e6143

• add bijection density to choleskied distributions, and remove now-redundant density unit tests

  goldingn

  committed
  900ba51

  Copy full SHA for 900ba51

• fix geweke test

  goldingn

  committed
  99fdaf3

  Copy full SHA for 99fdaf3

• add thinning to Geweke tests

  goldingn

  committed
  3620d48

  Copy full SHA for 3620d48

Commits on Nov 4, 2024

• don't run Geweke on CI

  njtierney

  committed
  655c05e

  Copy full SHA for 655c05e

Commits on Nov 6, 2024

• news bump

  njtierney

  committed
  118ee26

  Copy full SHA for 118ee26