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Numerical improvements to correlation bijectors #313

Merged
merged 21 commits into from
Jun 5, 2024
Merged

Numerical improvements to correlation bijectors #313

merged 21 commits into from
Jun 5, 2024

Commits on Mar 10, 2024

  1. Rename VecCholeskyBijector to VecCorrCholeskyBijector

    @sethaxen
    sethaxen committed Mar 10, 2024
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Commits on May 23, 2024

  1. Merge branch 'master' into patch

    @sethaxen
    sethaxen committed May 23, 2024
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Commits on May 27, 2024

  1. Compute corr logdetjac during transform

    @sethaxen
    sethaxen committed May 27, 2024
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  2. Enforce one-based indexing

    @sethaxen
    sethaxen committed May 27, 2024
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  3. Add with_logabsdet_jacobian for correlation transforms

    @sethaxen
    sethaxen committed May 27, 2024
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  4. Add rrule for non-mutating ADs

    @sethaxen
    sethaxen committed May 27, 2024
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  5. Update ChainRules to use manual rrule

    @sethaxen
    sethaxen committed May 27, 2024
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  6. Update Tracker to use manual rrule

    @sethaxen
    sethaxen committed May 27, 2024
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  7. Remove rrule for ReverseDiff 

    `@grad_from_chainrules` can't handle multi-output functions, see JuliaDiff/ReverseDiff.jl#221. In this case it can AD through the primal just fine.
    @sethaxen
    sethaxen committed May 27, 2024
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  8. Add module

    @sethaxen
    sethaxen committed May 27, 2024
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  9. Make CorrBijector more numerically stable 

    Also use consistent notation with inverse transform
    @sethaxen
    sethaxen committed May 27, 2024
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  10. Increment patch number

    @sethaxen
    sethaxen committed May 27, 2024
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  11. Revert "Rename VecCholeskyBijector to VecCorrCholeskyBijector" 

    This reverts commit bd6ff3d.
    @sethaxen
    sethaxen committed May 27, 2024
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  12. Merge branch 'master' into patch

    @sethaxen
    sethaxen committed May 27, 2024
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Commits on Jun 3, 2024

  1. Update src/bijectors/corr.jl 

    Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
    @torfjelde @github-actions
    torfjelde and github-actions[bot] authored Jun 3, 2024
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  2. Apply suggestions from code review 

    Co-authored-by: Tor Erlend Fjelde <[email protected]>
    @sethaxen @torfjelde
    sethaxen and torfjelde authored Jun 3, 2024
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  3. Apply suggestions from code review

    @sethaxen
    sethaxen authored Jun 3, 2024
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  4. Work around issues with Tracker

    @sethaxen
    sethaxen committed Jun 3, 2024
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  5. import stack from Compat.jl (#314)

    @torfjelde
    torfjelde authored Jun 3, 2024
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Commits on Jun 4, 2024

  1. import stack in tests too

    @torfjelde
    torfjelde committed Jun 4, 2024
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Commits on Jun 5, 2024

  1. disable certain tests for ProductBijector on Julia versions with older 

    `eachslice` impls
    @torfjelde
    torfjelde committed Jun 5, 2024
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