Vb known noise model - Githubissues

BAMresearch / bayem

Implementation and derivation of "Variational Bayesian inference for a nonlinear forward model." [Chappell et al. 2008] for arbitrary, user-defined model errors.

MIT License

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Vb known noise model #55

Closed ajafarihub closed 2 years ago

ajafarihub commented 2 years ago

This is to add a flag of update_noise to the inputs of VB inference. This flag must be a dictionary whose keys are the same as noise-groups'. Also, the default is "True": all noises are updated by default.

TTitscher commented 2 years ago

Thanks for providing this pull request! I also find that useful, e.g. to compare with sampling where you also have the option of using a constant noise. I added:

You may now also pass update_noise=False to skip all noise updates
Omit the single noise group in the test case and directly use vectors/Gamma
Provide "negative" test case for "given_noise" to show that the test would indeed fail, if we perform the noise update.

Merge, if you like!