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ReHMC Walk for sampling correlation matrices

Open huuphuocle opened this issue 3 years ago • 1 comments
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Hi all, Here is a PR for reviewing my implementation of ReHMC Walk for Gaussian and Exponential truncated distribution for the two classes CorreSpectra and CorreSpectra_MT from my first PR.

huuphuocle avatar Sep 05 '22 13:09 huuphuocle

Codecov Report

Merging #240 (4f378d9) into develop (82d1383) will increase coverage by 0.26%. The diff coverage is 59.34%.

Additional details and impacted files

Impacted file tree graph

@@             Coverage Diff             @@
##           develop     #240      +/-   ##
===========================================
+ Coverage    53.96%   54.23%   +0.26%     
===========================================
  Files          105      107       +2     
  Lines         6167     6378     +211     
  Branches      2874     2971      +97     
===========================================
+ Hits          3328     3459     +131     
- Misses         965      979      +14     
- Partials      1874     1940      +66     
Impacted Files Coverage Δ
...onvex_bodies/correlation_matrices/corre_matrix.hpp 71.42% <0.00%> (+2.38%) :arrow_up:
...relation_matrices/correlation_spectrahedron_MT.hpp 48.00% <0.00%> (-2.00%) :arrow_down:
include/sampling/sample_correlation_matrices.hpp 57.57% <35.29%> (-13.86%) :arrow_down:
...nclude/random_walks/gaussian_ReHMC_correlation.hpp 57.37% <57.37%> (ø)
...correlation_matrices/correlation_spectrahedron.hpp 64.10% <66.66%> (-2.14%) :arrow_down:
...random_walks/uniform_accelerated_billiard_walk.hpp 59.28% <66.66%> (ø)
...ude/random_walks/exponential_ReHMC_correlation.hpp 68.85% <68.85%> (ø)
include/sampling/sphere.hpp 94.23% <92.85%> (+12.65%) :arrow_up:
...walks/crhmc/additional_units/dynamic_step_size.hpp 72.09% <0.00%> (-16.28%) :arrow_down:
... and 5 more

codecov[bot] avatar Sep 05 '22 14:09 codecov[bot]

@huuphuocle please resolve conflicts so we can merge this PR.

vissarion avatar Nov 02 '22 10:11 vissarion

Closing this PR since the approach is not correct. @huuphuocle please feel free to open a discussion on how to implement this feature.

vissarion avatar Feb 03 '23 13:02 vissarion