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Add MvNormalMeanScalePrecision distribution #206

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merged 33 commits into from
Oct 23, 2024
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Merged

Add MvNormalMeanScalePrecision distribution #206

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97488a3
Add tests for MvNormalMeanScalePrecision
albertpod Aug 8, 2024
a590f7f
Add MvNormalMeanScalePrecision
albertpod Aug 8, 2024
d78da98
Fix distribution
albertpod Aug 8, 2024
45d0f59
Fix tests
albertpod Aug 9, 2024
9818bd3
Update structure and tests
albertpod Aug 9, 2024
22e611a
Add natural parameters related functions
albertpod Aug 12, 2024
3f467b8
Merge branch 'main' into dev_mvscalenormal
albertpod Aug 12, 2024
c9ad326
WIP: Parameters transforamtion
albertpod Aug 14, 2024
a0ca848
Add fisher information
albertpod Aug 15, 2024
8a37b2c
Add fisher tests
albertpod Aug 21, 2024
1260dd3
Add rand
albertpod Aug 21, 2024
d8b2370
Add MvNormalMeanScalePrecision to library.md
albertpod Aug 21, 2024
44e2ce6
test: add test exponentialfamily interface for MvNormalMeanScalePreci…
Nimrais Sep 20, 2024
49670f8
feat: add basic functions for MvNormalMeanScalePrecision
Nimrais Sep 20, 2024
1877a70
feat: draft MvNormalMeanScalePrecision
Nimrais Sep 20, 2024
118ccfd
fix: dimension match
Nimrais Sep 20, 2024
9d6159a
test: add check that samples are correct
Nimrais Sep 23, 2024
2fb5717
feat: implement getfisherinformation(::NaturalParametersSpace, ::Type…
Nimrais Sep 23, 2024
89a4932
feat: implement getfisherinformation(::NaturalParametersSpace, ::Type…
Nimrais Sep 23, 2024
e319963
fix: correct getfisherinformation(::MeanParametersSpace, ::Type{MvNor…
Nimrais Sep 24, 2024
77f4a0d
test: use test_exponentialfamily_interface and add MvNormalMeanScaleP…
Nimrais Sep 24, 2024
0b87569
Delete test/repopack-output.txt
Nimrais Sep 25, 2024
575c4af
Update test/distributions/normal_family/mv_normal_mean_scale_precisio…
Nimrais Sep 26, 2024
2178b10
test(fix): typo in @allocated cholinv(fi_small)
Nimrais Sep 26, 2024
2a5db13
fix: MvNormalMeanScalePrecision should be faster from 10 dimensions
Nimrais Oct 11, 2024
7a00b40
fix: bump BayesBase 1.4.0
Nimrais Oct 11, 2024
148d140
refactor: mean param fisher for MvNormalMeanScalePrecision
Nimrais Oct 11, 2024
9990280
fix: remove BlockArrays
Nimrais Oct 11, 2024
98f2343
fix: update BayesBase 1.5.0
Nimrais Oct 22, 2024
fc1103d
fix: use rand! in rand for MvGaussianMeanScalePrecision
Nimrais Oct 22, 2024
9bd15a9
fix: make C=0.7 for Fisher is faster test
Nimrais Oct 22, 2024
809dc67
test(fix): use benchmark
Nimrais Oct 22, 2024
24108bb
Change nr of samples belapsed and # dimensions
wouterwln Oct 22, 2024
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fix: update BayesBase 1.5.0
@Nimrais
Nimrais committed Oct 22, 2024
commit 98f2343641aff2d7b23ef73cfecf8232b0a1dd27
2 changes: 1 addition & 1 deletion Project.toml
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Original file line number Diff line number Diff line change
@@ -28,7 +28,7 @@ TinyHugeNumbers = "783c9a47-75a3-44ac-a16b-f1ab7b3acf04"

[compat]
Aqua = "0.8.7"
BayesBase = "1.4.0"
BayesBase = "1.5.0"
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Is there stuff in BayesBase 1.5.0 that you need specifically?

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yes, the arrowheadmatrix and the all methods for it to make the CI pass

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ReactiveBayes/BayesBase.jl@v1.4.0...v1.5.0

Distributions = "0.25"
DomainSets = "0.5.2, 0.6, 0.7"
FastCholesky = "1.0"
1 change: 1 addition & 0 deletions test/distributions/normal_family/mv_normal_mean_scale_precision_tests.jl
View file
Original file line number Diff line number Diff line change
@@ -181,6 +181,7 @@ end
@testitem "MvNormalMeanScalePrecision: Fisher is faster then for full parametrization" begin
include("./normal_family_setuptests.jl")
using BenchmarkTools
using FastCholesky
using LinearAlgebra
using JET