currently the CDELFI implementation does not check whether MoG components have zero weight (MoG.a[i]=0 for some component i) before attempting to correct for the proposal.
Since posterior components with zero weight have virtually unrestricted precision matrices, this poses a risk for the proposal correction, since the correction assumes that each component has at least the precision of the proposal (minus the precision of the prior).
currently the CDELFI implementation does not check whether MoG components have zero weight (MoG.a[i]=0 for some component i) before attempting to correct for the proposal.
Since posterior components with zero weight have virtually unrestricted precision matrices, this poses a risk for the proposal correction, since the correction assumes that each component has at least the precision of the proposal (minus the precision of the prior).