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Use exponentially scaled modified Bessel function in periodic HSGPs #7228

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merged 1 commit into from
Mar 29, 2024

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dehorsley
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@dehorsley dehorsley commented Mar 28, 2024

Description

This updates the scale factor in the periodic HSGP implementation to use the exponentially scaled modified Bessel function recently added to PyTensor. This should improve the numerical stability of the implementation, and simplify the gradient slightly. Note

ive(v, z) = iv(v, z) * exp(-abs(z.real))

Type of change

  • New feature / enhancement
  • Bug fix
  • Documentation
  • Maintenance
  • Other (please specify):

📚 Documentation preview 📚: https://pymc--7228.org.readthedocs.build/en/7228/

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codecov bot commented Mar 28, 2024

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 92.30%. Comparing base (120fc4e) to head (3060594).

Additional details and impacted files

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@@           Coverage Diff           @@
##             main    #7228   +/-   ##
=======================================
  Coverage   92.30%   92.30%           
=======================================
  Files         100      100           
  Lines       16895    16895           
=======================================
  Hits        15595    15595           
  Misses       1300     1300           
Files Coverage Δ
pymc/gp/cov.py 98.66% <100.00%> (ø)

@ricardoV94 ricardoV94 added maintenance GP Gaussian Process labels Mar 28, 2024
@bwengals bwengals merged commit 4f6831e into pymc-devs:main Mar 29, 2024
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thank you @dehorsley good find

@dehorsley dehorsley deleted the ive-hsgp branch March 29, 2024 00:13
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3 participants