Code

Implement a DataUpdateCallback#287

Code

Merged

nathanaelbosch merged 52 commits intomainnathanaelbosch/ProbNumDiffEq.jl:mainfrom data-update-likelihoodnathanaelbosch/ProbNumDiffEq.jl:data-update-likelihoodCopy head branch name to clipboardFeb 7, 2024

+701-114

Commits

Commits on Feb 7, 2024

• Implement a data update likelihood callback

  nathanaelbosch

  committed
  632fb34

  Copy full SHA for 632fb34

• Make the likelihood accumulator optional

  nathanaelbosch

  committed
  1cbdddc

  Copy full SHA for 1cbdddc

• Make some DataUpdateCallback args into kwargs

  nathanaelbosch

  committed
  6d1ad55

  Copy full SHA for 6d1ad55

• WIP

  nathanaelbosch

  committed
  8370c6c

  Copy full SHA for 8370c6c

• Fix the partial observability implementation

  nathanaelbosch

  committed
  8aed056

  Copy full SHA for 8aed056

• Better type signatures

  nathanaelbosch

  committed
  8d3f922

  Copy full SHA for 8d3f922

• Misc

  nathanaelbosch

  committed
  80c04f9

  Copy full SHA for 80c04f9

• Add Fenrir to ProbNumDiffEq.jl

  nathanaelbosch

  committed
  107a7ca

  Copy full SHA for 107a7ca

• Add proper data likelihood tests

  nathanaelbosch

  committed
  96b7f9a

  Copy full SHA for 96b7f9a

• Split the data_likelihoods.jl file into separate files per method

  nathanaelbosch

  committed
  36b4eb6

  Copy full SHA for 36b4eb6

• Fix a bug

  nathanaelbosch

  committed
  b6973a4

  Copy full SHA for b6973a4

• Remove the smooth=false suggestion if dense=false

  nathanaelbosch

  committed
  7313122

  Copy full SHA for 7313122

• Fix another broken test (again?)

  nathanaelbosch

  committed
  6a3ab6d

  Copy full SHA for 6a3ab6d

• Revert the ManifoldUpdate renaming

  nathanaelbosch

  committed
  b4feaf3

  Copy full SHA for b4feaf3

• Actually remove the filtering likelihood from the dalton file

  nathanaelbosch

  committed
  e19bb3e

  Copy full SHA for e19bb3e

• Try out DocStringExtensions.jl

  nathanaelbosch

  committed
  b744a1d

  Copy full SHA for b744a1d

• Add compat entry to DocStringExtensions

  nathanaelbosch

  committed
  82e6b25

  Copy full SHA for 82e6b25

• Create a DataLikelihoods submodule

  nathanaelbosch

  committed
  8b1ecd2

  Copy full SHA for 8b1ecd2

• Remove Fenrir from the docs

  nathanaelbosch

  committed
  5d994f8

  Copy full SHA for 5d994f8

• Write docstrings for the fenrir and dalton likelihood and doc them

  nathanaelbosch

  committed
  684cb5d

  Copy full SHA for 684cb5d

• Make marginalize a bit more flexible

  nathanaelbosch

  committed
  662bdd5

  Copy full SHA for 662bdd5

• Update the Probabilistic Exponential Integrator citation

  nathanaelbosch

  committed
  b6a2e91

  Copy full SHA for b6a2e91

• Remove the underscores from the likelihoods again

  nathanaelbosch

  committed
  6ce4f5f

  Copy full SHA for 6ce4f5f

• Add a parameter inference tutorial again

  nathanaelbosch

  committed
  a9bc039

  Copy full SHA for a9bc039

• Update the doc index

  nathanaelbosch

  committed
  bebcbd0

  Copy full SHA for bebcbd0

• Make the parameter inference example even nicer

  nathanaelbosch

  committed
  08c33cd

  Copy full SHA for 08c33cd

• Improve tests

  nathanaelbosch

  committed
  b91dd54

  Copy full SHA for b91dd54

• Make Fenrir compatible with matrix-valued observation noise

  nathanaelbosch

  committed
  2eef4da

  Copy full SHA for 2eef4da

• Test matrix-valued observation noise

  nathanaelbosch

  committed
  49d1389

  Copy full SHA for 49d1389

• JuliaFormatter.jl

  nathanaelbosch

  committed
  f348d0b

  Copy full SHA for f348d0b

• Add support for PSDMatrices as observation noise

  nathanaelbosch

  committed
  acec89e

  Copy full SHA for acec89e

• Fix a MarkovKernel docstring

  nathanaelbosch

  committed
  602ec34

  Copy full SHA for 602ec34

• Implement and test update equations with non-zero observation noise

  nathanaelbosch

  committed
  6f24cb7

  Copy full SHA for 6f24cb7

• Shorten and streamline the update! functionality a bit

  nathanaelbosch

  committed
  f8a6a4f

  Copy full SHA for f8a6a4f

• Simplify Fenrir quite a bit

  nathanaelbosch

  committed
  cfe346e

  Copy full SHA for cfe346e

• Misc updates to the data update callback

  nathanaelbosch

  committed
  686badd

  Copy full SHA for 686badd

• Make the Fenrir code yet a bit more compact

  nathanaelbosch

  committed
  3543045

  Copy full SHA for 3543045

• JuliaFormatter.jl

  nathanaelbosch

  committed
  559181c

  Copy full SHA for 559181c

• Change the parameter inference example to partial observations

  nathanaelbosch

  committed
  28f37d3

  Copy full SHA for 28f37d3

• Add DiffEqCallbacks compat entry

  nathanaelbosch

  committed
  663fc37

  Copy full SHA for 663fc37

• Make the parameter inference doc code a bit nicer

  nathanaelbosch

  committed
  0f8f370

  Copy full SHA for 0f8f370

• Add docstrings for DataUpdateLogLikelihood and DataUpdateCallback

  nathanaelbosch

  committed
  f81799c

  Copy full SHA for f81799c

• Polish the docs

  nathanaelbosch

  committed
  a0a395a

  Copy full SHA for a0a395a

• Make sure that Fenrir ll is not inf, even if it would technically be

  nathanaelbosch

  committed
  0054eb4

  Copy full SHA for 0054eb4

• JuliaFormatter.jl

  nathanaelbosch

  committed
  5dcba77

  Copy full SHA for 5dcba77

• Faster DataUpdateCallback

  nathanaelbosch

  committed
  0f5907f

  Copy full SHA for 0f5907f

• Slight fenrir speed improvement

  nathanaelbosch

  committed
  d9e01b5

  Copy full SHA for d9e01b5

• Remove some changes that I somehow introduced earlier

  nathanaelbosch

  committed
  139873e

  Copy full SHA for 139873e

• Add the data likelihood tests to runtests.jl

  nathanaelbosch

  committed
  c2a1dab

  Copy full SHA for c2a1dab

• Fix the failing data likelihood tests

  nathanaelbosch

  committed
  da7d588

  Copy full SHA for da7d588

• JuliaFormatter.jl

  nathanaelbosch

  committed
  3092843

  Copy full SHA for 3092843

• Test for more data likelihood observation noise types

  nathanaelbosch

  committed
  290f319

  Copy full SHA for 290f319