Fix for #108. - Githubissues

QInfer / python-qinfer

Library for Bayesian inference via sequential Monte Carlo for quantum parameter estimation.

BSD 3-Clause "New" or "Revised" License

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Fix for #108. #110

Closed cgranade closed 7 years ago

cgranade commented 7 years ago

This PR should fix #108 by adding a more stable algorithm for LW covariance estimation.

cgranade commented 7 years ago

In lieu of #109 being accepted, I'm merging #109 into this PR to enable Travis CI testing.

coveralls commented 7 years ago

Coverage increased (+0.2%) to 65.722% when pulling c00d2996b748c7c80d179b50a2f7a32b3ba596d6 on fix-lw-cov-esti into a93f9d2a971258f6f7a0e9e645b28f7601711067 on master.

coveralls commented 7 years ago

Coverage increased (+0.2%) to 65.722% when pulling c00d2996b748c7c80d179b50a2f7a32b3ba596d6 on fix-lw-cov-esti into a93f9d2a971258f6f7a0e9e645b28f7601711067 on master.

coveralls commented 7 years ago

Coverage increased (+0.2%) to 65.722% when pulling c00d2996b748c7c80d179b50a2f7a32b3ba596d6 on fix-lw-cov-esti into a93f9d2a971258f6f7a0e9e645b28f7601711067 on master.

coveralls commented 7 years ago

Coverage increased (+0.2%) to 65.722% when pulling c00d2996b748c7c80d179b50a2f7a32b3ba596d6 on fix-lw-cov-esti into a93f9d2a971258f6f7a0e9e645b28f7601711067 on master.

coveralls commented 7 years ago

Coverage increased (+0.2%) to 65.722% when pulling c00d2996b748c7c80d179b50a2f7a32b3ba596d6 on fix-lw-cov-esti into a93f9d2a971258f6f7a0e9e645b28f7601711067 on master.

cgranade commented 7 years ago

This PR now passes all local and Travis tests, so in principle it should be ready to merge in. That said, I want to do some more "applied" tests and make sure that it works at least in the example that prompted #108.

cgranade commented 7 years ago

It seems that in some cases, eigenvalues that are negative due to numerical instability (~10⁻¹⁵ – 10⁻¹⁶) can cause errors. I'll fix and amend the PR accordingly.

coveralls commented 7 years ago

Coverage increased (+2.3%) to 67.879% when pulling 3dd0789d932476a2e8cc5d230f010fa2d17477fb on fix-lw-cov-esti into a93f9d2a971258f6f7a0e9e645b28f7601711067 on master.

coveralls commented 7 years ago

Coverage increased (+0.2%) to 67.879% when pulling 560d5ff29de576dbcfc7e96d4e113a7666fae38f on fix-lw-cov-esti into aa6fb0be006ce233610b7f49df9dad632f1066d2 on master.

cgranade commented 7 years ago

Thanks to #116, it looks as though this PR now passes and should be ready to merge once it gets a review.

cgranade commented 7 years ago

Awesome, thanks for reviewing, I'll merge it in now!