-
Notifications
You must be signed in to change notification settings - Fork 3
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
Vectorize differenced process #446
Conversation
Codecov ReportAttention: Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## main #446 +/- ##
==========================================
+ Coverage 94.26% 94.40% +0.14%
==========================================
Files 42 42
Lines 994 1001 +7
==========================================
+ Hits 937 945 +8
+ Misses 57 56 -1
Flags with carried forward coverage won't be shown. Click here to find out more. ☔ View full report in Codecov by Sentry. |
…e_discrete() function caught by that test
…shape determination and associated error messages, add manually computed tests in multiple dimensions
Is there an issue for this? |
Created #451 |
Could be good to have a test that makes use of both the vectorized differenced process and the vectorized AR process to make sure they work together. Perhaps as a test for |
Co-authored-by: Damon Bayer <[email protected]>
Changes here look good to me! |
This PR:
DifferencedProcess
to be compatible with vectorized inputintegrate_discrete()
, inpyrenew.math
, whichDifferencedProcess
calls under the hood.numpyro.contrib.control_flow.scan
tojax.lax.scan
in the integrator, since it's fully deterministic.Out of scope but planned