combine overlapping sources in FIM, stable covariance#112
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gemmahuai wants to merge 4 commits intovariance_updatefrom
Open
combine overlapping sources in FIM, stable covariance#112gemmahuai wants to merge 4 commits intovariance_updatefrom
gemmahuai wants to merge 4 commits intovariance_updatefrom
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Codecov Report❌ Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## variance_update #112 +/- ##
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- Coverage 45.88% 45.73% -0.15%
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Files 27 27
Lines 7103 7126 +23
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Hits 3259 3259
- Misses 3844 3867 +23 ☔ View full report in Codecov by Sentry. 🚀 New features to boost your workflow:
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In the original variance_update branch, the major failure mode is the inversion of Fisher information matrix (FIM) caused by perfectly overlapping sources. If there are any such sources in a single Tractor run, the matrix inversion would fail and we would lose information about other non-overlapping sources.
This PR fixes such a problem by combining overlapping sources into the a single entry (col/row) in the FIM so that the FIM is always invertible and we wouldn't lose info among other sources of interest.
Performance is summarized here.