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revert ELBO to formulation on zeta rather than z #10

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Merged
bgctw merged 1 commit into from
Jan 17, 2025
Merged

revert ELBO to formulation on zeta rather than z #10

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8 changes: 4 additions & 4 deletions src/elbo.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -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

"""
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