From b4acb320c7846e7b03d5df1c64ecd5a7a91b83a4 Mon Sep 17 00:00:00 2001 From: Thomas Wutzler Date: Fri, 17 Jan 2025 09:25:56 +0100 Subject: [PATCH] revert ELBO to formulation on zeta rather than z --- src/elbo.jl | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/src/elbo.jl b/src/elbo.jl index b1ba9af..32e74f9 100644 --- a/src/elbo.jl +++ b/src/elbo.jl @@ -31,11 +31,11 @@ function neg_elbo_transnorm_gf(rng, g, f, ϕ::AbstractVector, y_ob, x::AbstractM nLy1 = neg_logden_indep_normal(y_ob, y_pred_i, logσ2y) nLy1 - logjac end) / n_MC - logdet_jacT2 = sum_log_σ = sum(log.(σ)) + #sum_log_σ = sum(log.(σ)) # logdet_jacT2 = -sum_log_σ # log Prod(1/σ_i) = -sum log σ_i - # logdetΣ = 2 * sum_log_σ # log Prod(σ_i²) = 2* sum log σ_i - # ent = entropy_MvNormal(size(ζs, 1), logdetΣ) # defined in logden_normal - nLy - logdet_jacT2 - entropyN + logdetΣ = 2 * sum(log.(σ)) + entropy_ζ = entropy_MvNormal(size(ζs, 1), logdetΣ) # defined in logden_normal + nLy - entropy_ζ end """