Open ben18785 opened 5 years ago
Brilliant. Will you be able to document this in the docstring, you think, or should we arrange something else for e.g. derivations? With some of the stuff we're getting into it's no longer obvious that stuff is correct from "just" the equations, it seems
That's a good point and thanks for raising as I would likely have just implemented it (without complete derivations / equations). I agree this is crucial and so will endeavour to always (for non-trivial cases, that is) include equations or where appropriate, steps in derivations.
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That would be amazing, for error measures / probabilities at least! For the samplers I don't mind so much how they do it, as I know what they do. But choosing the probability function is the user's responsibility so we should provide more insight into their workings, I think
I have now worked out a numerically stable sensitivity for this case. See here and so makes sense to add this.