normal-computing / thermox

Exact OU processes with JAX
Apache License 2.0
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Robustify to allow D=0 #29

Open SamDuffield opened 4 months ago

SamDuffield commented 4 months ago

Currently thermox.sample will break if D is all zeros, but it might be nice to support exact simulation of the linear ODE.

Note this doesn't apply to thermox.log_prob as the linear ODE is not probabilistic.