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Integrate Slice Sampling: Covariance Matching MCMC#896

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lorcandelaney wants to merge 14 commits into
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slice-sampling-covariance-matching
Open

Integrate Slice Sampling: Covariance Matching MCMC#896
lorcandelaney wants to merge 14 commits into
mainfrom
slice-sampling-covariance-matching

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@lorcandelaney

@lorcandelaney lorcandelaney commented Aug 8, 2019

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See #772

Includes:

  1. Method for Covariance-Adaptive Slice Sampling: Covariance Matching.
  2. Tests for Covariance Matching method.
  3. TO DO: Notebooks.
@codecov

codecov Bot commented Aug 8, 2019

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Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 100.00%. Comparing base (fe3e6d7) to head (dbc221e).
⚠️ Report is 2023 commits behind head on main.

Additional details and impacted files
@@            Coverage Diff             @@
##              main      #896    +/-   ##
==========================================
  Coverage   100.00%   100.00%            
==========================================
  Files           66        67     +1     
  Lines         7052      7180   +128     
==========================================
+ Hits          7052      7180   +128     

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@ben18785 ben18785 left a comment

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Very readable code -- nice work! I've suggested a few (very minor) changes. I can't see where this code deviates from what is written. The only thing I'm unsure about is whether ask / tell returns the gradient or negative gradient and if F and R need to be transposed (as this is the last part of your chud function).

Can you add an example notebook here that shows the issue? I couldn't find one.

Comment thread pints/_mcmc/_slice_covariance_matching.py
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Comment thread pints/_mcmc/_slice_covariance_matching.py
Comment thread pints/_mcmc/_slice_covariance_matching.py
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Comment thread pints/_mcmc/_slice_covariance_matching.py Outdated
Comment thread pints/_mcmc/_slice_covariance_matching.py Outdated
Comment thread pints/_mcmc/_slice_covariance_matching.py Outdated
Comment thread pints/_mcmc/_slice_covariance_matching.py Outdated
Comment thread pints/_mcmc/_slice_covariance_matching.py Outdated
Comment thread docs/source/mcmc_samplers/index.rst Outdated
Comment thread pints/_mcmc/_slice_covariance_matching.py Outdated
Comment thread pints/_mcmc/_slice_covariance_matching.py Outdated
Comment thread pints/_mcmc/_slice_covariance_matching.py Outdated
@MichaelClerx

MichaelClerx commented Sep 3, 2019

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@lorcandelaney if the other PR is "correct" does that mean this one can go??

Sorry it's a different method isn't it?

@MichaelClerx MichaelClerx mentioned this pull request Sep 3, 2019
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@MichaelClerx

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Is this ready for re-review @ben18785 ?

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3 participants