Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
Add MvNormalMeanScalePrecision distribution #206
base: main
Are you sure you want to change the base?
Add MvNormalMeanScalePrecision distribution #206
Changes from all commits
97488a3
a590f7f
d78da98
45d0f59
9818bd3
22e611a
3f467b8
c9ad326
a0ca848
8a37b2c
1260dd3
d8b2370
44e2ce6
49670f8
1877a70
118ccfd
9d6159a
2fb5717
89a4932
e319963
77f4a0d
0b87569
575c4af
2178b10
File filter
Filter by extension
Conversations
Jump to
There are no files selected for viewing
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
function BayesBase.rand(rng::AbstractRNG, dist::MvGaussianMeanScalePrecision{T}) where {T}
μ, γ = mean(dist), scale(dist)
return μ .+ (1 / γ) .* randn(rng, T, length(μ))
end
Avoid constructing the identity matrix I(length(μ)) and directly scale the random vector.
Use broadcasting with ., which is more efficient and avoids unnecessary allocations.
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
Similiarly to rand
Btw I think rand just need to re-use rand!