diff --git a/src/diffusions/calibration.jl b/src/diffusions/calibration.jl index 1c0c806ba..4e1e9b1e9 100644 --- a/src/diffusions/calibration.jl +++ b/src/diffusions/calibration.jl @@ -148,9 +148,10 @@ For more background information * [bosch20capos](@cite) Bosch et al, "Calibrated Adaptive Probabilistic ODE Solvers", AISTATS (2021) """ function local_diagonal_diffusion(cache) - @unpack d, q, H, Qh, measurement, m_tmp, tmp = cache + @unpack d, q, H, Qh, measurement, m_tmp = cache + tmp = m_tmp.μ @unpack local_diffusion = cache - @assert H == cache.E1 + @assert (H == cache.E1) || (H == cache.E2) z = measurement.μ # HQH = H * unfactorize(Qh) * H'