Describe the bug
Some likelihoods require higher precision to evaluate in some parameter regions. Sometimes when 32-bit precision is chosen (the default) nested sampling will not terminate. An example is the "Gaussian Shells" example. This potentially comes from instabilities violating assumptions of (non-strict) monotonicity of the likelihood during shrinkage.
Expected Behaviour
Detect when 32-bit instabilities violate constraint assumptions, and terminate the nested sampler with informative termination status.
Actual Behaviour
Nested sampling does not terminate.
Temporary Solution
Put the following at the very top of your script,
from jax.config import config
config.update("jax_enable_x64", True)
Joshuaalbert
commented
9 months ago
Describe the bug Some likelihoods require higher precision to evaluate in some parameter regions. Sometimes when 32-bit precision is chosen (the default) nested sampling will not terminate. An example is the "Gaussian Shells" example. This potentially comes from instabilities violating assumptions of (non-strict) monotonicity of the likelihood during shrinkage.
Expected Behaviour Detect when 32-bit instabilities violate constraint assumptions, and terminate the nested sampler with informative termination status.
Actual Behaviour Nested sampling does not terminate.
Temporary Solution Put the following at the very top of your script,
JAXNS version Affects JAXNS 2.0