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IMAGINE
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ift
IMAGINE
Commits
05b2016b
Commit
05b2016b
authored
Dec 14, 2017
by
Theo Steininger
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Volume-factor fix for EnsembleLikelihood
parent
db3aa7a2
Changes
1
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12 additions
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11 deletions
+12
-11
imagine/likelihoods/ensemble_likelihood/ensemble_likelihood.py
...ne/likelihoods/ensemble_likelihood/ensemble_likelihood.py
+12
-11
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imagine/likelihoods/ensemble_likelihood/ensemble_likelihood.py
View file @
05b2016b
...
...
@@ -2,7 +2,7 @@
import
numpy
as
np
from
nifty
import
Field
Array
,
Field
from
nifty
import
Field
from
imagine.likelihoods.likelihood
import
Likelihood
...
...
@@ -15,6 +15,7 @@ class EnsembleLikelihood(Likelihood):
if
isinstance
(
data_covariance
,
Field
):
data_covariance
=
data_covariance
.
val
.
get_full_data
()
self
.
data_covariance
=
data_covariance
self
.
use_determinant
=
True
def
__call__
(
self
,
observable
):
field
=
observable
[
self
.
observable_name
]
...
...
@@ -37,7 +38,8 @@ class EnsembleLikelihood(Likelihood):
obs_mean
=
observable
.
ensemble_mean
().
val
.
get_full_data
()
U
=
obs_val
-
obs_mean
#U *= np.sqrt(n)
U
*=
np
.
sqrt
(
n
)
# compute quantities for OAS estimator
mu
=
np
.
vdot
(
U
,
U
)
/
k
/
n
alpha
=
(
np
.
einsum
(
U
,
[
0
,
1
],
U
,
[
2
,
1
])
**
2
).
sum
()
...
...
@@ -100,15 +102,14 @@ class EnsembleLikelihood(Likelihood):
# compute regularizing determinant of the covariance
# det(A + UV^T) = det(A) det(I + V^T A^-1 U)
log_det_1
=
np
.
sum
(
np
.
log
(
B
))
(
sign
,
log_det_2
)
=
np
.
linalg
.
slogdet
(
middle
)
if
sign
<
0
:
self
.
logger
.
error
(
"Negative determinant of covariance!"
)
result_1
/=
n
result_2
/=
n
log_det_1
/=
n
log_det_2
/=
n
if
self
.
use_determinant
:
log_det_1
=
np
.
sum
(
np
.
log
(
B
))
(
sign
,
log_det_2
)
=
np
.
linalg
.
slogdet
(
middle
)
if
sign
<
0
:
self
.
logger
.
error
(
"Negative determinant of covariance!"
)
else
:
log_det_1
=
0.
log_det_2
=
0.
result
=
-
0.5
*
(
result_1
+
result_2
+
log_det_1
+
log_det_2
)
...
...
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