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IMAGINE
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ift
IMAGINE
Commits
597aa1e6
Commit
597aa1e6
authored
Dec 15, 2017
by
Theo Steininger
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Modified determinant term in EnsembleLikelihood
parent
6efe858f
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1
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9 deletions
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-9
imagine/likelihoods/ensemble_likelihood/ensemble_likelihood.py
...ne/likelihoods/ensemble_likelihood/ensemble_likelihood.py
+6
-9
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imagine/likelihoods/ensemble_likelihood/ensemble_likelihood.py
View file @
597aa1e6
...
...
@@ -103,19 +103,16 @@ class EnsembleLikelihood(Likelihood):
# compute regularizing determinant of the covariance
# det(A + UV^T) = det(A) det(I + V^T A^-1 U)
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!"
)
log_det
=
np
.
sum
(
np
.
log
(
data_covariance
+
np
.
sum
((
obs_val
-
obs_mean
)
**
2
,
axis
=
0
)
/
k
))
/
n
else
:
log_det_1
=
0.
log_det_2
=
0.
log_det
=
0.
result
=
-
0.5
*
(
result_1
+
result_2
+
log_det
_1
+
log_det_2
)
result
=
-
0.5
*
(
result_1
+
result_2
+
log_det
)
self
.
logger
.
info
(
"Calculated (%s): -
(%g +
%g + %g + %g) = %g"
%
self
.
logger
.
info
(
"Calculated (%s): -
1/2(
%g + %g + %g) = %g"
%
(
self
.
observable_name
,
result_1
,
result_2
,
log_det
_1
,
log_det_2
,
result
))
result_1
,
result_2
,
log_det
,
result
))
# result_array[i] = result
# total_result = result_array.mean()
...
...
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