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Diagonal log-likelihood function diag_logll #5

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dhanajitb opened this issue May 20, 2022 · 1 comment
Open

Diagonal log-likelihood function diag_logll #5

dhanajitb opened this issue May 20, 2022 · 1 comment

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@dhanajitb
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dhanajitb commented May 20, 2022

In this line,

logprob += Normal(mean, scale).log_prob(param).sum()

Isn't scale supposed to be the square root of variance?

So, it seems that lines 230-231 should be the following instead:

for param, mean, var in zip(param_list, mean_list, var_list):
    logprob += Normal(mean, var**(0.5)).log_prob(param).sum()
@alexlyzhov
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Yes, sounds right to me.

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