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bayes estimator of wishart matrix: ppegolo/wishart #74

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bayes estimator of wishart matrix: ppegolo/wishart #74

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@rikigigi rikigigi commented Dec 28, 2024

Analysis for the full matrix (and all out of diagonal terms)

replaces #73

ppegolo and others added 30 commits April 26, 2023 14:37
@ppegolo
Add bayes.py
f7b0b2a
@ppegolo
Bayesian analysis for the off-diag matrix element
8112828
@ppegolo
Fix python version for mac
e139561
@enrdrigo
latest changes of the code.
730fe3a
@ppegolo
Update setup.json
f1e6730 
Remove compatibility with python 3.6
@ppegolo
Add emcee requirement in setup.json
57d9a61
@enrdrigo
adding examples and notebook for the bayesian regression
febcd27
@enrdrigo
Merge remote-tracking branch 'origin/bayes' into bayes
b1f7de5
@ppegolo
Start implementing Wishart distribution
1a595c6
@ppegolo
Start implementing Bayesian estimate of the Wishart matrix
12defbb
@ppegolo
First commit of new branch
c8543b9
@ppegolo
Add notebook
56174ac
@ppegolo
Update gitignore
ccaa852
@ppegolo
Update Maximum Likelihood Wishart matrix estimation
a30c535
@ppegolo
Implement AIC for maxlike
2a3a7d3
@ppegolo
Update NLL estimator
7b0818e
@ppegolo
Update NLL example
160fe88
@ppegolo
Start testing single matrix element NLL estimates
dcaa678
@ppegolo
Fix diagonal estimate
9b09ea6
@ppegolo
Merge pull request #3 from sissaschool/master
cfbf5e4 
Updates from master
@ppegolo
AIC exit criterion
0a14a45
@ppegolo
Lint
4f150ab
@ppegolo
Restore normalization in likelihood for Akaike
0e07793
Minor fixes
8dcb5e2
Merge branch 'wishart' of github.com:ppegolo/sportran into wishart
2de0b26
@ppegolo
sum->mean
b2fe641
@ppegolo
assert
b766e14
@ppegolo
Linting
605824c
@ppegolo
Linting
07a9e32
@ppegolo
Linting
0b305cf
ppegolo and others added 24 commits September 19, 2024 14:14
@ppegolo
Refactoring
d81c642
@ppegolo
Refactoring
14d2503
@ppegolo
fix pre-commit compliance
633a22b
@ppegolo
Fix (in a silly way) a line invoking a removed matplotlib method
9af986e
@ppegolo
Idem
4747192
@ppegolo
Update maxlike example
d205974
@ppegolo
Refactor maxlike (#4)
61b647a 
* Lint

* Backup file

* Move AIC related stuff to maxlike.py
@ppegolo
Fix _compute_moving_average
6caaaca
@enrdrigo
example resample prior
29f3c0b
@enrdrigo
optimizing the prior via resampling
32cfda4
@enrdrigo
initialization of alpha
5baf2d9
@enrdrigo
reshape forse è più chiaro
3eb0884
@ppegolo
Linting and documentation
46c98be
@ppegolo
Fix shape inconsistency
dcee3a8
@ppegolo
Add epsilon to avoid underflow
5b777dc
@enrdrigo
warning undeflow logarithm
f833b4e
@enrdrigo
Merge remote-tracking branch 'origin/wishart' into wishart
750c1a1 
# Conflicts:
#	sportran/md/maxlike.py
@enrdrigo
fix warning undeflow logarithm without regularization
cc8cd2a
@ppegolo
Fix the NLL definition for the Chi-square case; minor changes and lin…
0f33cb2 
…ting
@ppegolo
Delete file
4087cdb
@ppegolo
Avoid stashing
1245e3c
@ppegolo
Clean-up
f20b21d
@ppegolo
Fix pre-commit for CI
d870ce8
@rikigigi
removed idea editor files and added gitignore
93fcc47 
updated CI python versions, increased version number to 1.1

fixed matplotlib private method removed, removed outdated README in tests folder

pre-commit run --all-files

removed np.array on ckeys

addressed ci message:

    Your workflow is using a version of actions/cache that is scheduled for deprecation, actions/cache@v1. Please update your workflow to use either v3 or v4
@rikigigi rikigigi self-assigned this Dec 28, 2024
@rikigigi rikigigi mentioned this pull request Dec 28, 2024
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rikigigi commented Dec 30, 2024

@ppegolo I have few questions on the notebooks

  1. 06_example_bayesian_regression.ipynb, 06_example_maxlike copy.ipynb, 07_example_negative_log_likelihood do not look like an example but more like some experiments. Do you want to remove them? At least we should minimize the code and add some explanations inside them if you think they are useful
  2. 08_example_optimize_prior.ipynb looks simpler and nice, but it does not run with the current branch :-( (see attached screenshot)

image

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@rikigigi @ppegolo @enrdrigo