-
Notifications
You must be signed in to change notification settings - Fork 6
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
Add conditional mean and cov #39
Conversation
The |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
Looks good to me, but am a bit unclear on what the added code is/will be used for
thermox/conditional.py
Outdated
b: Array, | ||
D: Array | ProcessedDiffusionMatrix, | ||
) -> Array: | ||
"""Mean of p(x_t | x_0) |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
"""Mean of p(x_t | x_0) | |
"""Computes the mean of p(x_t | x_0) |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
same applies in other places
I think these functions are useful to have and could find a variety of applications. Two concrete ones:
|
Adds convenience functions to grab the analytical solution to the Fokker-Planck equation for OU processes