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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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Add analytic logz #84

Closed TTitscher closed 2 years ago

TTitscher commented 2 years ago

So I added the analytic solution that matches your numeric logz up to 14 digits, but is numerically more robust and faster (and IMO more elegant :tophat: )

ajafarihub commented 2 years ago

Thanks @TTitscher for adding the analytical log-evidence as well. I just reordered pieces of code and merge it.