TemporalGPs.jl
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WIP: Efficient inference for regularly-spaced observations under the posterior
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.
Codecov Report
Merging #33 (a434d86) into master (4bdda0d) will decrease coverage by
65.59%. The diff coverage is12.79%.
@@ Coverage Diff @@
## master #33 +/- ##
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- Coverage 89.95% 24.35% -65.60%
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Files 20 19 -1
Lines 896 817 -79
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- Hits 806 199 -607
- Misses 90 618 +528
| Impacted Files | Coverage Δ | |
|---|---|---|
| src/TemporalGPs.jl | 100.00% <ø> (ø) |
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| src/models/checkpointed_immutable_pullbacks.jl | 0.00% <0.00%> (-87.29%) |
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| src/models/immutable_inference.jl | 52.83% <ø> (-47.17%) |
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| src/models/immutable_inference_pullbacks.jl | 0.00% <0.00%> (-96.59%) |
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| src/util/zygote_rules.jl | 0.81% <0.00%> (-61.09%) |
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| src/gp/posterior_lti_sde.jl | 79.06% <60.00%> (-7.42%) |
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| src/util/regular_data.jl | 58.82% <62.50%> (-30.07%) |
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| src/util/mul.jl | 0.00% <0.00%> (-100.00%) |
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| src/space_time/to_gauss_markov.jl | 0.00% <0.00%> (-100.00%) |
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| src/space_time/rectilinear_grid.jl | 0.00% <0.00%> (-100.00%) |
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| ... and 14 more |
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