Regularized Gaussian extension: ModifiedHalfNormal

CUQI-DTU / CUQIpy

https://cuqi-dtu.github.io/CUQIpy/

Apache License 2.0

41 stars 7 forks source link

Regularized Gaussian extension: ModifiedHalfNormal #429

Closed jeverink closed 2 months ago

jeverink commented 2 months ago

closes #437

Sub PR from #424

Added Modified Half Normal distribution (conjugate distribution to RegularizedGaussian/GMRF)

To-do:

[x] Add tests

jeverink commented 2 months ago

Thanks for the suggestions @nabriis , I have now added a regression test for the sampling, logpdf and gradient. Currently, due the the logpdf in the ModifiedHalfNormal being unmodified, the logpdf will not match with that of the Gamma. Also, there is no gradient implemented in Gamma currently, so such comparison is currently not possible.