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Rework rejection sampling #358
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mj-will
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Dec 11, 2023
Codecov ReportAll modified and coverable lines are covered by tests ✅
Additional details and impacted files@@ Coverage Diff @@
## main #358 +/- ##
==========================================
+ Coverage 93.29% 93.32% +0.02%
==========================================
Files 67 67
Lines 6327 6338 +11
==========================================
+ Hits 5903 5915 +12
+ Misses 424 423 -1
Flags with carried forward coverage won't be shown. Click here to find out more. ☔ View full report in Codecov by Sentry. |
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johnveitch
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Dec 12, 2023
- Handle case where no samples are above log_q_min - Handle case where rejection sampling yields too few samples
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This PR reworks the rejection sampling in the proposal classes so they accumulate samples until sufficient samples are obtained, rather than apply rejection sampling to each batch of samples. This should improve the estimate of the normalisation constant.
Main changes
FlowProposal.populate
Other changes
Whilst making these changes, I made a couple of other minor changes:
FlowProposal.compute_weights
no longer normalises the weights and can also return the value of the log-prior rather than updating the samples in placeN
final samples. Previously, this meant that the reported acceptance could be lower than the actual value.FlowProposal.rejection_sampling
since it is no longer used.FlowProposal.plot_pool
no longer takesz
as argument