If proposal results in a value that is greater than the PDF grid, then likelihood returns -np.inf to effectively kill that proposal.
For strong signals, this can cause unintended, poor sampling, especially if the free spectrum prior is small.
TODO
- Quick fix: warn user when proposal exceeds PDF grid
- Quick fix: replace
-np.inf with a very negative but finite number to discourage but not constrain sampling
- More work: when making ceffyl more general, how do we deal with proposals exceeding grid-prior bounds that actually have some support, but KDE was not trained beyond these points
|
# else compute probability given data |
If proposal results in a value that is greater than the PDF grid, then likelihood returns
-np.infto effectively kill that proposal.For strong signals, this can cause unintended, poor sampling, especially if the free spectrum prior is small.
TODO
-np.infwith a very negative but finite number to discourage but not constrain samplingceffyl/ceffyl/Ceffyl.py
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