cdcapano / epsie Goto Github PK

The src tarball for epsie-0.4.1 on PyPI doesn't include the LICENSE file, can this be added for future releases (this is a condition of GPL)?

The test/ directory is included in the source distribution (tarball) for 1.0.0, but the single file test/_utils.py is missing, can this be added to MANIFEST.in so that the full test suite can be executed from the tarball?

The *Eigenvector proposals sometimes get 0 eigenvalues when run on the test model. This shouldn't happen since the test model is a 2D Gaussian. Example setup that can reproduce:

• use the default Model (with the default seed in this PR)
• set:

STABILITY_DURATION = 64
ADAPTATION_DURATION = 16
SWAP_INTERVAL = 1
NCHAINS = 4
NTEMPS = 3
ITERINT = 32

• Initialize the PTSampler, with the above settings, and:

nprocs = 1
seed = 266898112101595934258451730772524202746

• Run the sampler for sampler.run(STABILITY_DURATION). Chain 1, coldest temperature, will then have a covariance matrix of:

array([[0.17048876, 0.52049453],
       [0.52049453, 1.58904647]])

That yields an eigenvalue that is 0.

The issue appears to be that the initial covariance used for the eigenvalues is based on just 5 points. If only two unique points exist, then the estimated covariance will yield only one unique eigenvalue. See the Eigenvector._stability_update.