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SMC: replace multinomial sampling with systematic sampling #6162

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merged 2 commits into from
Sep 29, 2022

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aloctavodia
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@aloctavodia aloctavodia commented Sep 28, 2022

Empirically, systematic sampling has been shown to be systematically ;-) better than multinomial sampling when used for SMC.

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  • SMC: replace multinomial sampling with systematic sampling

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codecov bot commented Sep 28, 2022

Codecov Report

Merging #6162 (5e6f457) into main (c5ae227) will decrease coverage by 3.37%.
The diff coverage is 100.00%.

Additional details and impacted files

Impacted file tree graph

@@            Coverage Diff             @@
##             main    #6162      +/-   ##
==========================================
- Coverage   91.36%   87.99%   -3.38%     
==========================================
  Files          91       91              
  Lines       20713    20771      +58     
==========================================
- Hits        18924    18277     -647     
- Misses       1789     2494     +705     
Impacted Files Coverage Δ
pymc/smc/smc.py 96.62% <100.00%> (-0.62%) ⬇️
pymc/tests/distributions/test_bound.py 0.00% <0.00%> (-100.00%) ⬇️
pymc/tests/distributions/test_censored.py 0.00% <0.00%> (-100.00%) ⬇️
pymc/tests/distributions/test_truncated.py 0.00% <0.00%> (-100.00%) ⬇️
pymc/tests/distributions/test_simulator.py 0.00% <0.00%> (-99.51%) ⬇️
pymc/sampling_jax.py 0.00% <0.00%> (-97.19%) ⬇️
pymc/distributions/truncated.py 34.96% <0.00%> (-64.34%) ⬇️
pymc/distributions/bound.py 45.63% <0.00%> (-54.37%) ⬇️
pymc/distributions/simulator.py 34.04% <0.00%> (-53.20%) ⬇️
pymc/distributions/censored.py 92.50% <0.00%> (-7.50%) ⬇️
... and 9 more

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@aloctavodia aloctavodia merged commit 4836bc1 into pymc-devs:main Sep 29, 2022
@aloctavodia aloctavodia deleted the smc_sys branch September 29, 2022 19:00
@ricardoV94
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@aloctavodia you forgot to squash the two commits when merging. No biggie :)

@aloctavodia
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Thanks for the remainder. I completely forgot about that.

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2 participants