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blackjax-devs / blackjax

BlackJAX is a Bayesian Inference library designed for ease of use, speed and modularity.
https://blackjax-devs.github.io/blackjax/
Apache License 2.0
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Refactor mgrad_gaussian #628

Closed junpenglao closed 9 months ago

junpenglao commented 9 months ago

@AdrienCorenflos What do you think about something like this?

Context: https://github.com/blackjax-devs/blackjax/pull/627#issuecomment-1850116277

AdrienCorenflos commented 9 months ago

That should be fine. Maybe add a construction method "from_covariance" on the SVD class?

junpenglao commented 9 months ago

Not sure I understand - right now the design is user either pass SVD or Covariance: https://github.com/blackjax-devs/blackjax/pull/628/files#diff-b1a034ff364b30fc8a8ea2e645d59f6e9c1483326c8460ed28dd9a970c467efbR244

junpenglao commented 9 months ago

Ah I see what you meant, added.