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Add HierarchicalMeasure #120

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Closed

Add HierarchicalMeasure #120

wants to merge 133 commits into from

Commits on Sep 9, 2024

  1. Remove PowerWeightedMeasure 

    Unused and untested.
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  2. Remove kernelfactor 

    Not used currently.
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  3. Rename pullback to pullbck and export it 

    pullback has a huge potential for naming conflickts, and pullbck is more in line with pushfwd.

Also simplify implementation of pullbck.
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  4. Rename bind to mbind and deprecate rightarrowtail 

    Bind has too much naming conflict potential with Base.bind.

The rightarrowtail operator looks very similar to the `>=>` "fish"
operator (e.g. in Haskell), which is not a monadic bind.
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  5. Introduce mintegrate and mintegrate_exp 

    Removes the integral operators from MeasureBase,
to be re-introduced in the submodule MeasureOperators.

Also improves the likelihood documentation.
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  6. Remove the rebase function 

    A rebase can easily be written explicitly.
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  7. Rename bind to mbind and remove fish operator

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  8. Change field order of Bind and improve docs.

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  9. Remove operator otimes 

    To be re-introduced in sub-module MeasureOperators.
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  10. Removes PointwiseProductMeasure 

    `mintegral` should be used instead to express posteriors.
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  11. Remove scrd operator 

    To be reintroduced in submodule MeasureOperators
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  12. Remove ll-operator 

    Absolute continuity is not really implemented yet.
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  13. Add measure operators in submodule MeasureOperators 

    Having the operators in a sub-module makes it easier for users to
control whether of they want them in their namespace. Operators have
a larger naming conflict potential.
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  14. Improve docstring for mbind 

    Co-authored-by: Chad Scherrer <chad.scherrer@gmail.com>
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  15. Improve likelihood docs 

    Co-authored-by: Chad Scherrer <chad.scherrer@gmail.com>
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  16. Apply JuliaFormatter

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  17. Improve Likelihood ctor

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  18. Fix typo in _mintegrate_exp_impl exception

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  19. Add HierarchicalMeasure

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  20. Rename local_measure, change insupprt handling

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  21. Don't require primary in HierarchicalMeasure to have known DOF

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  22. STASH

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  23. STASH

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  24. STASH

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  25. STASH mbind

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  26. STASH hierarchical to bind

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  27. Add function asmeasure 

    Will be used a lot when bridging from Distributions to MeasureBase.
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  28. STASH

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  29. STASH

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  30. STASH

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  31. STASH

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  32. STASH

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  33. STASH _to_mvstd _to_mvstd

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  34. STASH

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  35. STASH FIXUP

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  36. STASH

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  37. STASH

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  38. STASH

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  39. STASH

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  40. STASH

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  41. STASH

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  42. STASH

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  43. Remove remnants of pointwiseproduct

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  44. STASH

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  45. STASH

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  46. STASH

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  47. STASH fast_dof

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  48. STASH

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  49. STASH

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  50. STASH

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  51. STASH

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  52. STASH

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  53. STASH

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  54. Add StaticArrays to deps 

    The load time of StaticArrays is rather high, be we can't
take advantage of statically known measure sizes without
a direct dependency on it.

With StaticArrays we'll be able to handle many
low-dimension problems without any heap allocations.
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  55. STASH

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  56. STASH

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  57. STASH FIXES

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  58. STASH

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  59. STASH

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  60. STASH FIXES

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  61. STASH FIXES

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  62. FIXES

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  63. FIXUP StaticArrays dep

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  64. FIXES

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  65. FIXUP

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  66. STASH

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  67. STASH

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  68. FIXES

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  69. FIXES

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  70. Add ArraysOfArrays to deps 

    Necessary for efficient allocation of multivariate sample sets.
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  71. STASH FIXES

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  72. STASH FIXES

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  73. STASH

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  74. STASH

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  75. STASH

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  76. STASH

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  77. STASH

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  78. STASH

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  79. STASH pwr rand incomplete

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  80. STASH rand

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  81. STASH FIXES

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  82. Specialize pushfwd and pullbck for DensityMeasure

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  83. Add OneTwoMany to deps

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  84. STASH furtther specialize bind and combined

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  85. STASH smart ctors, canonical measure nesting

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  86. STASH Change pushfwd/pullback specialialization for DensityMeasure

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  87. STASH Allow single-arg mbind and friends

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  88. Checking insupport in PushforwardMeasure would be to expensive

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  89. comment out duplicate

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  90. fix typo

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  91. drop 2-argument basemeasure

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  92. bugfixes

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  93. comment out questionable code

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  94. oops my mistake

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  95. depend on ConstantRNGs.jl

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  96. fix typo

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  97. drop fixedrng.jl (using ConstantRNGs.jl instead)

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  98. Optimize product measures when Base.issingltetontype

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  99. small change to make JET happy

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  100. bugfix

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  101. bugfix

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  102. bugfix

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  103. make _dynamic work for empty ranges

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  104. fix type instability

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  105. specialize _dynamic(::Base.OneTo)

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  106. Integer => IntegerLike

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  107. Simplify, drop _reorder_nt

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  108. fix tuple methods

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  109. small bugfixes (issues caught by JET)

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  110. Change ...stage3 call to ...stage1 (there is no stage 3)

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  111. fix a Dirac call (.value => .x)

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  112. Fixing another Dirac

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  113. nit-picking

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  114. specialize transports between StdPowerMeasures with the same base

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  115. addition to docstring in bind.jl

    @HannahMeilchen @oschulz
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  116. fixed _split_after in collection_utils.jl

    @HannahMeilchen @oschulz
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  117. Temporary change to mbind constructor: 

    If no f_c is specified, default to get_second_tmp instead of getsecond
until getsecond satisfies conditions in docstring
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  118. added a rand function to lebesgue.jl, 

    corresponding to uniform distribution
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  119. fixed _eval_k

    @HannahMeilchen @oschulz
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  120. rand on Lebesgue doesn't make sense in general

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  121. extension to insupport for PreoductMeasures 

    in case there is NoFastInsupport
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  122. change to insupport for PowerMeasures, 

    temporary workaround for _all if there is NoFastInsupport
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  123. fixed docstring about mintegral, mintegral_exp

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  124. explained example in docstring 

    fixed some typos in docstring
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  125. change to insupport: 

    != false instead of == true to account for NoFastInsupport
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  126. completed docstring bind.jl

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  127. typo in docstring

    @HannahMeilchen @oschulz
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  128. Require OneTwoMany v0.1.2 for secondarg

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  129. STASH add mkernel and MKernel

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  130. FIXUP secondarg

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  131. STASH mkernel

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  132. STASH bindkernel and boundmeasure

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  133. STASH bind

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