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#95 (Nov 19, 2017, 7:11:22 AM)

Changes
  1. Jenkins test_hotfixes file (details / bitbucketweb)
  2. added a postprocess for the stochastic volatility. To be moved in the (details / bitbucketweb)
  3. working on figures for poster (details / bitbucketweb)
  4. working on last figures (details / bitbucketweb)
  5. improved post-process for stochastic volatility. TODO: restructure all (details / bitbucketweb)
  6. working on railway model (details / bitbucketweb)
  7. working on railway model (details / bitbucketweb)
  8. model to be fixed (unstable) (details / bitbucketweb)
  9. model unstable.... (details / bitbucketweb)
  10. the simpler model works (details / bitbucketweb)
  11. random disturbance works (details / bitbucketweb)
  12. redesigned model structure (details / bitbucketweb)
  13. refactoring the inference algorithms (details / bitbucketweb)
  14. working on linear filter/smoothers (details / bitbucketweb)
  15. working on linear Gaussian transition distributions (details / bitbucketweb)
  16. working on Linear filter/smoother (details / bitbucketweb)
  17. working on Kalman filter (details / bitbucketweb)
  18. setting up the INS example in order to run the Kalman filter on it... (details / bitbucketweb)
  19. working on linear smoother (details / bitbucketweb)
  20. working on linear smoother (details / bitbucketweb)
  21. fixing the smoothing... (details / bitbucketweb)
  22. linear smoother works. Figure out how to quickly get state covariances (details / bitbucketweb)
  23. smoothing covariances work. Now working on smoothing means (details / bitbucketweb)
  24. working on postprocess smoothing with different lags (details / bitbucketweb)
  25. fixed lag smoother works (details / bitbucketweb)
  26. refactored all references to old smoother/filters (details / bitbucketweb)
  27. working on distribution for filtering (details / bitbucketweb)
  28. working on railway vehicle example (details / bitbucketweb)
  29. working on linear filtering (details / bitbucketweb)
  30. fixed computation of square root for almost singular covariances in (details / bitbucketweb)
  31. fixed computation of square root for almost singular covariances in (details / bitbucketweb)
  32. working on example (details / bitbucketweb)
  33. working on parametric Railway model (details / bitbucketweb)
  34. working on linear model with hyper-parameters (details / bitbucketweb)
  35. working on linear models with hyper-parameters (details / bitbucketweb)
  36. working on ... (details / bitbucketweb)
  37. working on parametric distributions and transition densities (details / bitbucketweb)
  38. working on gradient of Kalman filter (details / bitbucketweb)
  39. in a maze of einsums... (details / bitbucketweb)
  40. working on gradients vehicle model (details / bitbucketweb)
  41. working on gradients for transition matrices (details / bitbucketweb)
  42. the gradient does not work... (details / bitbucketweb)
  43. working on gradients!! (details / bitbucketweb)
  44. added notebook py file (details / bitbucketweb)
  45. fixed coeff properties and working on gradient of linear filter... (details / bitbucketweb)
  46. Fixed the gradients (sensitivities) of the linear filter!!!! (details / bitbucketweb)
  47. working on parameter estimation problem (details / bitbucketweb)
  48. Fixes #77. Implemented function/gradient evaluation and minimization (details / bitbucketweb)
  49. now optimization is done with function/gradient function (details / bitbucketweb)
  50. working on data generation and higher dimensional cases (details / bitbucketweb)
  51. added fungrad option on scripts (details / bitbucketweb)
  52. fixing some unittest errors (details / bitbucketweb)
  53. this could all be wasted time.. (details / bitbucketweb)
  54. brancolando nel buio... (details / bitbucketweb)
  55. making progress??? (details / bitbucketweb)
  56. same change done on ConditionallyGaussianDistribution should be done on (details / bitbucketweb)
  57. wrapping up on railways 1d (details / bitbucketweb)
  58. going on with 1d (details / bitbucketweb)
  59. working again on gradient marginal loglikelihood (details / bitbucketweb)
  60. fixed marginal log likelihood!!! (details / bitbucketweb)
  61. fixing for tests (details / bitbucketweb)
  62. working on scripts for high-dimensional problem... (details / bitbucketweb)
  63. fixing unit tests (details / bitbucketweb)
  64. modified BOD example to show marginals (details / bitbucketweb)
  65. some updates on tutorial (details / bitbucketweb)
  66. working on new figs for paper with up-to-date software (details / bitbucketweb)
  67. fixed logging in scripts (details / bitbucketweb)
  68. fixed full rbf in defaults (details / bitbucketweb)
  69. fixed script sequential (details / bitbucketweb)
  70. fixed print in sequential script and fixed parallel implementation... (details / bitbucketweb)
  71. additional fix in sequential script (details / bitbucketweb)
  72. additional fix in sequential script (details / bitbucketweb)
  73. working on the components iterator (details / bitbucketweb)
  74. most of the pieces are in place. to be tested (details / bitbucketweb)
  75. debugging (details / bitbucketweb)
  76. actual implementation pass unit test_kl_minimization (details / bitbucketweb)
  77. it works on the tutorial examples (details / bitbucketweb)
  78. adding data for tutorial inv-stocvol (details / bitbucketweb)
  79. fixed bug in linear span kl minimization (details / bitbucketweb)
  80. fixed bug in parallel inverse map from samples (details / bitbucketweb)
  81. working on a fix for linear span solver by component (details / bitbucketweb)
  82. fixed all (?) bugs on the linear span from samples/ (details / bitbucketweb)
  83. fixed bug on linear span solve due to I19 merge (details / bitbucketweb)
  84. porting plots from DEPREC branch to this up-to-date branch (details / bitbucketweb)
  85. added btc/usd data (details / bitbucketweb)
  86. working on stoc vol with 10^4 data. working on tmap-max-likelihood (details / bitbucketweb)
  87. working on stoc vol with 10^4 data. working on tmap-max-likelihood (details / bitbucketweb)
  88. going on with scripts for plots (details / bitbucketweb)
  89. going on with scripts for plots (details / bitbucketweb)
  90. done with plotting routines (details / bitbucketweb)
  91. working on plotts (details / bitbucketweb)
  92. working on basic adaptivity in order to get it into the low-dim paper (details / bitbucketweb)
  93. working on basic adaptivity in order to get it into the low-dim paper (details / bitbucketweb)
  94. testing new builders (details / bitbucketweb)
  95. sequential inference tested with standard builder (details / bitbucketweb)
  96. running sequential algorithm with sequential adaptivity (details / bitbucketweb)
  97. improved scripts for running sequential inference (details / bitbucketweb)
  98. updated runner (details / bitbucketweb)
  99. added plot exchanges (details / bitbucketweb)
  100. added functionalities to tmap-sequential-tm script (details / bitbucketweb)
  101. started with regression adaptivityu (details / bitbucketweb)
  102. .... (details / bitbucketweb)
  103. calibrating parameters in stoc vol (details / bitbucketweb)
  104. finding correct configuration (details / bitbucketweb)
  105. working on 945 test case. Added tolerance driven adaptivity (details / bitbucketweb)
  106. working on script for 945 observations (details / bitbucketweb)
  107. working on 945 configuration and figures (details / bitbucketweb)
  108. ready to plot? (details / bitbucketweb)
  109. restructured CLI (details / bitbucketweb)
  110. restructuring scripts (details / bitbucketweb)
  111. working on trimmed postprocess (details / bitbucketweb)
  112. restructured CLI commands and added trimming functionalities for (details / bitbucketweb)
  113. updated exchange plotting (details / bitbucketweb)
  114. added dates in plots (details / bitbucketweb)
  115. added metropolis hastings and MH within Gibbs (details / bitbucketweb)
  116. working for figures 500 observations (details / bitbucketweb)
  117. fixed the default constructor, using Hermite poly for non integrated (details / bitbucketweb)
  118. fixed External.py import (details / bitbucketweb)
  119. preparing runner for slurm (details / bitbucketweb)
  120. setting up slurm (details / bitbucketweb)
  121. modified defaults integrated squared. Now using (details / bitbucketweb)
  122. fixing typos (details / bitbucketweb)

Started by upstream project TransportMaps-private-master build number 95
originally caused by:

Revision: 124402980e1baecb9a68a52f33dd80c55b94f2c3
Repository: git@bitbucket.org:dabi86/transportmaps-private.git
  • refs/remotes/origin/master