university-of-newcastle-research / pmwg

Repository for code for the Samplers Team at UoN
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[BUG] Start points drawn from normal are incorrect #71

Closed gjcooper closed 5 months ago

gjcooper commented 9 months ago

When the start points are not provided the init function generates them by drawing from the prior. However the theta_mu values are drawn from a normal with the prior mean (theta_mu_mean) and $\sigma$ the diagonal of the prior theta_mu_var.

The start points should instead be sampled from a normal with $\mu$ = theta_mu_mean and $\sigma$ = sqrt(diag(theta_mu_var))