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Numerically instable Gaussian cdf's - Copulas + Turing #196

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DomDF opened this issue Apr 19, 2024 · 0 comments · Fixed by #197
Closed

Numerically instable Gaussian cdf's - Copulas + Turing #196

DomDF opened this issue Apr 19, 2024 · 0 comments · Fixed by #197
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@DomDF
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DomDF commented Apr 19, 2024

As documented on discouse (https://discourse.julialang.org/t/copulas-jl-turing-jl-numerical-stability/113243) - thanks for your review @lrnv - the CDF ends up out of bounds, when sampling from a posterior distribution defined by a Gaussian copula:

ERROR: TaskFailedException

nested task error: TaskFailedException

    nested task error: DomainError with 1.0000000000000058:
    `abs(x)` cannot be greater than 1.
@lrnv lrnv self-assigned this Apr 19, 2024
lrnv added a commit that referenced this issue Apr 19, 2024
@lrnv
Try to clamp the cdf's
bfca6e1 
Fixes #196
@lrnv lrnv mentioned this issue Apr 19, 2024
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@lrnv lrnv closed this as completed in #197 Apr 20, 2024
lrnv added a commit that referenced this issue Apr 20, 2024
@lrnv
[Bug] Force elliptical cdf to behave by clamping them (#197)
382214c 
* Try to clamp the cdf's
Fixes #196

* last clamping
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[Bug] Force elliptical cdf to behave by clamping them lrnv/Copulas.jl
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@lrnv @DomDF