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Fix bug with log-determinant in marginal likelihood #87

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merged 10 commits into from
Oct 20, 2019
Merged

Fix bug with log-determinant in marginal likelihood #87

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7487a51
huh
adrn Oct 17, 2019
4ffd53e
add required prior variance to jokerparams and implement use in pytho…
adrn Oct 19, 2019
05185d4
example must have prior on linear pars
adrn Oct 20, 2019
1dce1a6
fix the math to be consistent with the new gaussian identity document
adrn Oct 20, 2019
4a91469
update python implementation, test cython vs python, update some tests
adrn Oct 20, 2019
f3aab72
fix tests with modifications of joker internals
adrn Oct 20, 2019
23e5511
update notebook examples
adrn Oct 20, 2019
0d29d35
fix max_n_samples buisness
adrn Oct 20, 2019
b6e2c8d
raise informative error if prior not specified
adrn Oct 20, 2019
0197a86
test failing test with no prior [ci skip]
adrn Oct 20, 2019
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64 changes: 19 additions & 45 deletions docs/examples/astrometric-orbit.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -17,9 +17,7 @@
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": true
},
"metadata": {},
"outputs": [],
"source": [
"import astropy.coordinates as coord\n",
Expand Down Expand Up @@ -48,9 +46,7 @@
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": true
},
"metadata": {},
"outputs": [],
"source": [
"origin = coord.SkyCoord(ra='22 53 16.73352', dec='-14 15 49.3186', \n",
Expand All @@ -63,9 +59,7 @@
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": true
},
"metadata": {},
"outputs": [],
"source": [
"m1 = 0.320*u.Msun\n",
Expand Down Expand Up @@ -94,9 +88,7 @@
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": true
},
"metadata": {},
"outputs": [],
"source": [
"n_data = 31\n",
Expand All @@ -112,9 +104,7 @@
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": true
},
"metadata": {},
"outputs": [],
"source": [
"data = RVData(t=t, rv=rv, stddev=err)\n",
Expand All @@ -133,12 +123,12 @@
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": true
},
"metadata": {},
"outputs": [],
"source": [
"params = JokerParams(P_min=8*u.day, P_max=256*u.day, anomaly_tol=1E-11)"
"params = JokerParams(P_min=8*u.day, P_max=256*u.day, \n",
" linear_par_Lambda=np.diag([1e2, 1e2]),\n",
" anomaly_tol=1E-11)"
]
},
{
Expand All @@ -151,9 +141,7 @@
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": true
},
"metadata": {},
"outputs": [],
"source": [
"%%time\n",
Expand All @@ -173,9 +161,7 @@
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": true
},
"metadata": {},
"outputs": [],
"source": [
"fig, ax = plt.subplots(1, 1, figsize=(8,5)) \n",
Expand All @@ -194,9 +180,7 @@
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": true
},
"metadata": {},
"outputs": [],
"source": [
"mean_sample = samples.mean()\n",
Expand All @@ -213,9 +197,7 @@
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": true
},
"metadata": {},
"outputs": [],
"source": [
"barycenter_frame = coord.SkyOffsetFrame(origin=barycenter.origin)"
Expand All @@ -224,9 +206,7 @@
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": true
},
"metadata": {},
"outputs": [],
"source": [
"fig, ax = plt.subplots(1, 1, figsize=(5, 5))\n",
Expand Down Expand Up @@ -266,9 +246,7 @@
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": true
},
"metadata": {},
"outputs": [],
"source": [
"origin_pm = coord.SkyCoord(ra='22 53 16.73352', dec='-14 15 49.3186', \n",
Expand All @@ -283,9 +261,7 @@
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": true
},
"metadata": {},
"outputs": [],
"source": [
"fig, ax = plt.subplots(1, 1, figsize=(5, 5))\n",
Expand Down Expand Up @@ -313,16 +289,14 @@
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": true
},
"metadata": {},
"outputs": [],
"source": []
}
],
"metadata": {
"kernelspec": {
"display_name": "Python [default]",
"display_name": "Python 3",
"language": "python",
"name": "python3"
},
Expand All @@ -336,7 +310,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.4"
"version": "3.7.3"
}
},
"nbformat": 4,
Expand Down
14 changes: 11 additions & 3 deletions docs/examples/continue-with-emcee.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -125,7 +125,8 @@
"metadata": {},
"outputs": [],
"source": [
"params = JokerParams(P_min=2*u.day, P_max=1024*u.day)\n",
"params = JokerParams(P_min=2*u.day, P_max=1024*u.day,\n",
" linear_par_Lambda=np.diag([1e2, 1e2])**2)\n",
"joker = TheJoker(params)\n",
"joker_samples = joker.rejection_sample(data, n_prior_samples=2**19)"
]
Expand Down Expand Up @@ -262,11 +263,18 @@
"plt.axvline(true_P.value, zorder=100, color='tab:orange')\n",
"plt.xlabel('period, $P$ [day]')"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": []
}
],
"metadata": {
"kernelspec": {
"display_name": "Python [default]",
"display_name": "Python 3",
"language": "python",
"name": "python3"
},
Expand All @@ -280,7 +288,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.4"
"version": "3.7.4"
}
},
"nbformat": 4,
Expand Down
14 changes: 11 additions & 3 deletions docs/examples/custom-prior-sampling.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -87,7 +87,8 @@
"metadata": {},
"outputs": [],
"source": [
"params = JokerParams(P_min=2*u.day, P_max=1024*u.day)\n",
"params = JokerParams(P_min=2*u.day, P_max=1024*u.day,\n",
" linear_par_Lambda=np.diag([1e2, 1e2]))\n",
"joker = TheJoker(params)"
]
},
Expand Down Expand Up @@ -174,11 +175,18 @@
"source": [
"samples"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": []
}
],
"metadata": {
"kernelspec": {
"display_name": "Python [default]",
"display_name": "Python 3",
"language": "python",
"name": "python3"
},
Expand All @@ -192,7 +200,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.4"
"version": "3.7.3"
}
},
"nbformat": 4,
Expand Down
Binary file modified docs/examples/mcmc_results.pkl
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47 changes: 16 additions & 31 deletions docs/examples/multiproc-example.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -17,9 +17,7 @@
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": true
},
"metadata": {},
"outputs": [],
"source": [
"from astropy.time import Time\n",
Expand Down Expand Up @@ -47,9 +45,7 @@
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": true
},
"metadata": {},
"outputs": [],
"source": [
"t0 = Time(2450546.80, format='jd', scale='utc')\n",
Expand Down Expand Up @@ -77,9 +73,7 @@
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": true
},
"metadata": {},
"outputs": [],
"source": [
"n_data = 6\n",
Expand All @@ -102,9 +96,7 @@
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": true
},
"metadata": {},
"outputs": [],
"source": [
"data = RVData(t=t, rv=rv, stddev=err)\n",
Expand All @@ -121,12 +113,12 @@
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": true
},
"metadata": {},
"outputs": [],
"source": [
"params = JokerParams(P_min=8*u.day, P_max=256*u.day, anomaly_tol=1E-11)"
"params = JokerParams(P_min=8*u.day, P_max=256*u.day, \n",
" linear_par_Lambda=np.diag([1e2, 1e2]),\n",
" anomaly_tol=1E-11)"
]
},
{
Expand All @@ -139,15 +131,14 @@
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": true
},
"metadata": {},
"outputs": [],
"source": [
"%%time\n",
"with schwimmbad.MultiPool() as pool:\n",
" joker = TheJoker(params, pool=pool)\n",
" samples = joker.rejection_sample(data, n_prior_samples=2**18)"
" samples = joker.rejection_sample(data, n_prior_samples=2**18)\n",
" print(len(samples))"
]
},
{
Expand All @@ -160,9 +151,7 @@
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": true
},
"metadata": {},
"outputs": [],
"source": [
"fig, axes = plt.subplots(1, 2, figsize=(8, 4), sharey=True)\n",
Expand Down Expand Up @@ -198,9 +187,7 @@
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": true
},
"metadata": {},
"outputs": [],
"source": [
"fig, ax = plt.subplots(1, 1, figsize=(8,5)) \n",
Expand All @@ -212,17 +199,15 @@
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": true
},
"metadata": {},
"outputs": [],
"source": []
}
],
"metadata": {
"anaconda-cloud": {},
"kernelspec": {
"display_name": "Python [default]",
"display_name": "Python 3",
"language": "python",
"name": "python3"
},
Expand All @@ -236,7 +221,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.4"
"version": "3.7.3"
}
},
"nbformat": 4,
Expand Down
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