aesara-devs / aehmc

An HMC/NUTS implementation in Aesara
MIT License
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Sample HMC momentum correctly when mass matrix is 2D. #93

Closed zoj613 closed 1 year ago

zoj613 commented 1 year ago

Currently the wrong cholesky factor is used to compute momentum samples. This commit fixes that by ensuring solve_triangular solves the correct equation to obtain the right cholesky factor of a 2D mass matrix.

closes #92

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zoj613 commented 1 year ago

The test failures appear to not be related to the changes.