Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Add logjac to logdensity_fn #751

Merged
merged 2 commits into from
Oct 30, 2024
Merged

Add logjac to logdensity_fn #751

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
2 commits
Select commit Hold shift + click to select a range
8611f8f
Add logjac to logdensity_fn
junpenglao Oct 30, 2024
e63b057
Refactor logprior_fn in SMCLinearRegressionTestCase
junpenglao Oct 30, 2024
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
3 changes: 2 additions & 1 deletion docs/examples/howto_sample_multiple_chains.md
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -57,8 +57,9 @@ observed = np.random.normal(loc, scale, size=1_000)
def logdensity_fn(loc, log_scale, observed=observed):
"""Univariate Normal"""
scale = jnp.exp(log_scale)
logjac = log_scale
logpdf = stats.norm.logpdf(observed, loc, scale)
return jnp.sum(logpdf)
return logjac + jnp.sum(logpdf)


def logdensity(x):
Expand Down
3 changes: 2 additions & 1 deletion docs/examples/quickstart.md
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -48,8 +48,9 @@ observed = np.random.normal(loc, scale, size=1_000)
def logdensity_fn(loc, log_scale, observed=observed):
"""Univariate Normal"""
scale = jnp.exp(log_scale)
logjac = log_scale
logpdf = stats.norm.logpdf(observed, loc, scale)
return jnp.sum(logpdf)
return logjac + jnp.sum(logpdf)


logdensity = lambda x: logdensity_fn(**x)
Expand Down
11 changes: 5 additions & 6 deletions tests/smc/__init__.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -16,6 +16,9 @@ def logdensity_fn(self, log_scale, coefs, preds, x):
logpdf = self.logdensity_by_observation(log_scale, coefs, preds, x)
return jnp.sum(logpdf)

def logprior_fn(self, log_scale, coefs):
return log_scale + stats.norm.logpdf(log_scale) + stats.norm.logpdf(coefs)

def observations(self):
num_particles = 100

Expand All @@ -27,9 +30,7 @@ def observations(self):
def particles_prior_loglikelihood(self):
observations, num_particles = self.observations()

logprior_fn = lambda x: stats.norm.logpdf(x["log_scale"]) + stats.norm.logpdf(
x["coefs"]
)
logprior_fn = lambda x: self.logprior_fn(**x)
loglikelihood_fn = lambda x: self.logdensity_fn(**x, **observations)

log_scale_init = np.random.randn(num_particles)
Expand All @@ -45,9 +46,7 @@ def partial_posterior_test_case(self):
y_data = 3 * x_data + np.random.normal(size=x_data.shape)
observations = {"x": x_data, "preds": y_data}

logprior_fn = lambda x: stats.norm.logpdf(x["log_scale"]) + stats.norm.logpdf(
x["coefs"]
)
logprior_fn = lambda x: self.logprior_fn(**x)

log_scale_init = np.random.randn(num_particles)
coeffs_init = np.random.randn(num_particles)
Expand Down
Loading