search

NIFTy-PPL / NIFTy

Probabilistic programming framework for signal inference algorithms that operate regardless of the underlying grids and their resolutions
https://ift.pages.mpcdf.de/nifty/index.html
GNU General Public License v3.0
21 stars 3 forks source link

Stabilize variable kernel ICR #31

Open ph-frank opened 2 months ago

ph-frank commented 2 months ago

Introduces custom jvps for matrix inverse and matrix square root to enable stabilize autodiff rules for GP matrices in ICR (Requires eigendecomposition).

Edenhofer commented 4 days ago

Followed up in https://gitlab.mpcdf.mpg.de/ift/nifty/-/merge_requests/972 .