https://github.com/GPflow/GPflow
Revision b9e58179518c487566a4d3d70b046e6f7d8894ef authored by st-- on 04 May 2018, 15:50:12 UTC, committed by Mark van der Wilk on 04 May 2018, 15:50:12 UTC
* introduce ndiagquad to unify quadrature in likelihoods

* ndiagquad that can cope with several dimensions over which to integrate

* add pragma: no cover to error checking

* small change of signature

* fix for multi-parameter likelihoods

* preliminary quadrature test

* improved quadrature test

* fix weight normalisation in ndiagquad

* improve test

* add some type annotations

* more quadrature tests
1 parent 38b2e90
History
Tip revision: b9e58179518c487566a4d3d70b046e6f7d8894ef authored by st-- on 04 May 2018, 15:50:12 UTC
Improved quadrature for likelihoods (#736)
Tip revision: b9e5817
File Mode Size
__init__.py -rw-r--r-- 0 bytes
reference.py -rw-r--r-- 2.0 KB
test_actions.py -rw-r--r-- 1.8 KB
test_autoflow.py -rw-r--r-- 6.1 KB
test_conditionals.py -rw-r--r-- 6.0 KB
test_config.py -rw-r--r-- 4.9 KB
test_core.py -rw-r--r-- 1.2 KB
test_coregion.py -rw-r--r-- 7.3 KB
test_data_object.py -rw-r--r-- 6.2 KB
test_dataholders.py -rw-r--r-- 8.0 KB
test_expectations.py -rw-r--r-- 10.9 KB
test_features.py -rw-r--r-- 4.0 KB
test_gplvm.py -rw-r--r-- 3.7 KB
test_hmc.py -rw-r--r-- 6.9 KB
test_kerns.py -rw-r--r-- 18.5 KB
test_kldiv.py -rw-r--r-- 5.9 KB
test_likelihoods.py -rw-r--r-- 16.9 KB
test_logdensities.py -rw-r--r-- 2.2 KB
test_mean_functions.py -rw-r--r-- 16.4 KB
test_method_equivalence.py -rw-r--r-- 9.6 KB
test_methods.py -rw-r--r-- 10.7 KB
test_misc.py -rw-r--r-- 5.6 KB
test_model.py -rw-r--r-- 9.3 KB
test_notebooks.py -rw-r--r-- 2.5 KB
test_optimizers.py -rw-r--r-- 16.7 KB
test_param.py -rw-r--r-- 44.5 KB
test_predict.py -rw-r--r-- 6.0 KB
test_priors.py -rw-r--r-- 6.6 KB
test_profiling.py -rw-r--r-- 3.6 KB
test_quadrature.py -rw-r--r-- 1.6 KB
test_saver.py -rw-r--r-- 5.9 KB
test_scaled_euclid_dist.py -rw-r--r-- 1.9 KB
test_session.py -rw-r--r-- 3.5 KB
test_transforms.py -rw-r--r-- 11.1 KB
test_triang.py -rw-r--r-- 2.8 KB
test_uncertain_conditional.py -rw-r--r-- 9.6 KB
test_variational.py -rw-r--r-- 8.3 KB

back to top