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dwuab / information-dynamics-toolkit

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Linear Gaussian TE estimator should probe Exception from CholeskyDecomposition #16

Closed GoogleCodeExporter closed 9 years ago

GoogleCodeExporter commented 9 years ago 
Following discussion between Wibral, Priesemann and Lizier today, we realised 
that it would be more appropriate for the TE calculator to return specific 
results in different cases where an exception is raised by the Cholesky 
Decomposition (non-positive definite matrices).
These cases are:
1. Non-positive definite covariance matrix between dest past and source -> 
return zero
2. Non-positive definite covariance matrix between dest past and next value -> 
return zero
3. Non-positive definite between all values: a. if others were positive 
definite -> return infinity, else should not come to this point.

Original issue reported on code.google.com by viola.pr...@brain.mpg.de on 5 Jul 2013 at 5:31

GoogleCodeExporter commented 9 years ago 
Accepted/Started - since I wrote the bug report ;)
Started addressing in r225

Original comment by joseph.lizier on 6 Jul 2013 at 11:14

GoogleCodeExporter commented 9 years ago 
Resolved by r225 and r226.
Still need to make similar considerations for the mutual information, where 
there is a linear redundancy in either marginal variable. I'll raise a new 
issue for this.

Original comment by joseph.lizier on 6 Jul 2013 at 1:56