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Numerical instability PoissonHmm #27

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amald08 opened this issue Feb 25, 2022 · 0 comments
Open

Numerical instability PoissonHmm #27

amald08 opened this issue Feb 25, 2022 · 0 comments

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@amald08
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amald08 commented Feb 25, 2022

Hi, I've been trying to fit a PoissonHmm with some simulations made in NEST https://github.com/nest/nest-simulator, due to the length of the simulation and high spike counts I thought using the refactor would optimise the running time with respect to the other version of the SSM where everything works but it can take a while (not too long to get worried). However when using the jax-ssm I encounter numerical instability in the EM update step, the following assertion is raised no matter the number of iterations or even taking a small sample of the data:

assert np.isfinite(lp), "NaNs in marginal log probability"

I was wondering if there is a known limitation with a large number of spike counts or something that I am missing.

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