Is your feature request related to a problem? Please describe.
Computing evidence over samples is an associative binary op. And likely more than that buried in the computations.
Can simply replace cumulative_op_static with an all-prefix sum version. This will speed up:
sample_evidence
m_step of EvidenceMaximisation
compute_enclosed_prior_volume
compute_evidence_stats
count_crossed_edges
Computing evidence_calc_with_remaining in _inter_sync_shrinkage_process
get_sample_from_seed in UniDimSliceSampler and MultiDimSliceSampler
Is your feature request related to a problem? Please describe. Computing evidence over samples is an associative binary op. And likely more than that buried in the computations.
Can simply replace
cumulative_op_static
with an all-prefix sum version. This will speed up:sample_evidence
m_step
ofEvidenceMaximisation
compute_enclosed_prior_volume
compute_evidence_stats
count_crossed_edges
evidence_calc_with_remaining
in_inter_sync_shrinkage_process
get_sample_from_seed
inUniDimSliceSampler
andMultiDimSliceSampler