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WIP: Efficient inference for regularly-spaced observations under the posterior

Open willtebbutt opened this issue 5 years ago • 1 comments

Currently inference in the posterior is a bit sluggish because it's not possible to properly exploit regular spacing under the posterior. This PR implements the data structures and code necessary to attain efficient posterior inference.

willtebbutt avatar Nov 30 '20 12:11 willtebbutt

Codecov Report

Merging #33 (a434d86) into master (4bdda0d) will decrease coverage by 65.59%. The diff coverage is 12.79%.

Impacted file tree graph

@@             Coverage Diff             @@
##           master      #33       +/-   ##
===========================================
- Coverage   89.95%   24.35%   -65.60%     
===========================================
  Files          20       19        -1     
  Lines         896      817       -79     
===========================================
- Hits          806      199      -607     
- Misses         90      618      +528     
Impacted Files Coverage Δ
src/TemporalGPs.jl 100.00% <ø> (ø)
src/models/checkpointed_immutable_pullbacks.jl 0.00% <0.00%> (-87.29%) :arrow_down:
src/models/immutable_inference.jl 52.83% <ø> (-47.17%) :arrow_down:
src/models/immutable_inference_pullbacks.jl 0.00% <0.00%> (-96.59%) :arrow_down:
src/util/zygote_rules.jl 0.81% <0.00%> (-61.09%) :arrow_down:
src/gp/posterior_lti_sde.jl 79.06% <60.00%> (-7.42%) :arrow_down:
src/util/regular_data.jl 58.82% <62.50%> (-30.07%) :arrow_down:
src/util/mul.jl 0.00% <0.00%> (-100.00%) :arrow_down:
src/space_time/to_gauss_markov.jl 0.00% <0.00%> (-100.00%) :arrow_down:
src/space_time/rectilinear_grid.jl 0.00% <0.00%> (-100.00%) :arrow_down:
... and 14 more

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codecov[bot] avatar Nov 30 '20 13:11 codecov[bot]