mjhajharia / transforms

2 stars 1 forks source link

softmax log-det-jac #49

Open spinkney opened 2 years ago

spinkney commented 2 years ago

In the paper and code is -N * log1p_exp(log_sum_exp(y)) + sum(y) there's a missing 0.5 * log(N) somewhere. It's a constant so doesn't affect sampling but we should have it in. When I AD through it comes up with that constant.

PR #46 has a more efficient version (I think, it's more efficient).

spinkney commented 1 year ago

Pinging @bob-carpenter