alan-turing-institute / PDSampler.jl

Piecewise Deterministic Sampler library (Bouncy particle sampler, Zig Zag sampler, ...)
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test for node with linear thinning #6

Open tlienart opened 7 years ago

tlienart commented 7 years ago

In the helper function ls_updatepq!, those lines:

bounce = fg.factors[fidx].nextevent(vcxf, vcvf)
acc    = bounce.dobounce(g, vcvf)
while !acc
    bounce = fg.factors[fidx].nextevent(vcxf, vcvf)
    acc    = bounce.dobounce(g, vcvf)
end
tauf = bounce.tau

the while !acc is for the case of thinning (corresponds to the accept/reject step in thinning). This is valid of course (same code as BPS) but so far the test case in LBPS has been a multivariate gaussian for which acc==true. For the sake of testing, one should