search

normal-computing / thermox

Exact OU processes with JAX
Apache License 2.0
24 stars 3 forks source link

Faster `log_prob` test #32

Open SamDuffield opened 3 weeks ago

SamDuffield commented 3 weeks ago

Currently we run gradient descent to test we can successfully recover the parameters of an OU process in the testing but this is fairly slow.

Can we speed it up?