Include priors from any sampled distributions. #18
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Collaborator
martin-millon
commented
Oct 11, 2022
martin-millon
commented
- This includes a new subpackage to perform a Kernel Density Estimation (KDE) on any sampled distribution and use it as a prior (example notebook will available on the TDCOSMO GitHub)
- The KDE is tested up to a 5D parameters space and returns an accurate estimation of the probability distribution.
- This returns the same results as the importance sampling technique, up to the sampling precision.
sibirrer
requested changes
Oct 11, 2022
| :param params: (dictionnary). Dictionnary containing the samples. | ||
| :param default_weights: (numpy array). Default weights associated to the samples. | ||
| :param cosmology: (str). Astropy cosmology | ||
| :param rescale: (bool). Rescale the chains between 0 and 1 for all parameters. This is absolutely necessary if you want to evaluate a KDE on these chains. |
There was a problem hiding this comment.
loglsamples is missing in the docstrings
| return [w for w in self.weights.keys() if len(self.weights[w]) > 0] | ||
|
|
||
| def fill_default(self, param, default_val, nsamples=None, verbose=False): | ||
| """fill an empty default param with a default value""" |
There was a problem hiding this comment.
can you add docstrings here? Thank you!
added 3 commits
October 11, 2022 14:44
sibirrer
approved these changes
Oct 11, 2022
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.