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Implement a method for log evidence with log space errors. #281

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alicjapolanska opened this issue Feb 10, 2024 · 3 comments
Open

Implement a method for log evidence with log space errors. #281

alicjapolanska opened this issue Feb 10, 2024 · 3 comments
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@alicjapolanska
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@jasonmcewen
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@alicjapolanska isn't this done already? Can you elaborate in the description if you meant something different to what we already have?

@alicjapolanska
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alicjapolanska commented Feb 12, 2024

@jasonmcewen We have the log evidence with standard deviation here, which is not always numerically stable and inverse evidence with log space errors here but not log evidence with log space errors. It's straightforward to get it from the inverse evidence but I think it would be best to also have a method getting this directly for the user. Or perhaps we can modify the compute_ln_evidence method to give log space erros?

@jasonmcewen
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Thanks for the clarification @alicjapolanska . So the core functionality is there, is just a matter of having a nice wrapper function for the non-inverse values in log space. That would indeed be nice. As we discussed, we should also review the non-log computations and potentially remove them (issue #249). So we could address this issue as part of the work related to that one, or simply do this separately first.

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