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.

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

Wrong log_pdf evaluations returned? #1694

Open
MichaelClerx opened this issue Dec 18, 2024 · 2 comments
Open

Wrong log_pdf evaluations returned? #1694

MichaelClerx opened this issue Dec 18, 2024 · 2 comments

Comments

@MichaelClerx
Copy link
Member

MichaelClerx commented Dec 18, 2024

@MarcBerliner wrote:

Calculating my objective function is expensive, so I’d like to store the log_pdf values alongside the samples to avoid recalculating them.

As a side note, I noticed that samplers that successfully returned a log_pdf vector returned values that differed from my objective function. I suspect the samplers are applying some internal rescaling, possibly related to the Jacobian or covariance matrix. It would be great if this rescaling could be removed from the log_pdf values.

Originally posted in #1691 (comment)

@MichaelClerx
Copy link
Member Author

@MarcBerliner do you happen to have an example handy? Can't think of any log_pdf transformations off the top of my head so bit surprised?

@MichaelClerx
Copy link
Member Author

One thing that does happen, is that it will store a (LogPDF (posterior), LogLikelihood, and Prior) if priors are used. Is there a chance that this is happening and you're looking at the wrong one?

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant