Implement logabsdetjac for Inverse{<:TruncatedBijector} for better numerical stability #325
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
devmotion
reviewed
Aug 18, 2024
…merical stability Example of previous badness: logabsdetjac(inverse(bijector(Uniform(-1,1))), 80) = -Inf (is now -79.30685281944005)
|
@devmotion thanks for the suggestions, I've implemented them |
devmotion
reviewed
Aug 19, 2024
|
@acertain this seems to break a correctness test for Julia 1.6. Do you want to take a look? |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Example of previous badness:
logabsdetjac(inverse(bijector(Uniform(-1,1))), 80) = -Inf (is now -79.30685281944005)Formula stolen from stan, I didn't check its correctness.