Closed arrjon closed 5 months ago
Attention: Patch coverage is 85.71429%
with 5 lines
in your changes are missing coverage. Please review.
Project coverage is 84.47%. Comparing base (
f2b64d1
) to head (adb107a
).
Files | Patch % | Lines |
---|---|---|
pypesto/sample/parallel_tempering.py | 85.71% | 4 Missing :warning: |
pypesto/sample/adaptive_parallel_tempering.py | 80.00% | 1 Missing :warning: |
:exclamation: Your organization needs to install the Codecov GitHub app to enable full functionality.
:umbrella: View full report in Codecov by Sentry.
:loudspeaker: Have feedback on the report? Share it here.
I added a small function
compute_log_evidence
to theParallelTemperingSampler
which allows one to compute the log-evidence of a model after sampling. This is based on thermodynamic integration, which computes the integral over the mean log likelihood, where the mean is taken over the samples from the tempered posteriors. Usually a different temperature schedule is used with thermodynamic integration, which can be added as an option during sampling byThe evidence can be calculated by