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Looking at #268, I think the same issue is present in FullSubnetLaplace.sample() since it uses the same construct samples @ self.posterior_scale, which was inspired by FullLaplace.sample in #216. It might also affect other sample methods, such as the one in DiagSubnetLaplace, but I'd need to inspect that code more closely.
In any case I think before fixing this, one needs tests catching the issue. My first guess is to draw (potentially many) samples, calculate the empirical cov matrix and compare against posterior_covariance, as @2bys and @simoneiriksson have suggested.
The text was updated successfully, but these errors were encountered:
Looking at #268, I think the same issue is present in
FullSubnetLaplace.sample()
since it uses the same constructsamples @ self.posterior_scale
, which was inspired byFullLaplace.sample
in #216. It might also affect othersample
methods, such as the one inDiagSubnetLaplace
, but I'd need to inspect that code more closely.In any case I think before fixing this, one needs tests catching the issue. My first guess is to draw (potentially many) samples, calculate the empirical cov matrix and compare against
posterior_covariance
, as @2bys and @simoneiriksson have suggested.The text was updated successfully, but these errors were encountered: