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Commit e584cd60 authored by faridm69's avatar faridm69
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[BayesInference] modified normpdf function.

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...@@ -167,23 +167,18 @@ class BayesInference: ...@@ -167,23 +167,18 @@ class BayesInference:
stdPCE = np.hstack((stdPCE, self.stdPCEPriorPred[outputType])) stdPCE = np.hstack((stdPCE, self.stdPCEPriorPred[outputType]))
# Expected value of variance (Assump: i.i.d stds) # Expected value of variance (Assump: i.i.d stds)
varPCE = np.mean(stdPCE**2, axis=0) # varPCE = np.mean(stdPCE**2, axis=0)
varPCE = np.var(stdPCE, axis=1)
np.fill_diagonal(covMatrix_PCE, varPCE) np.fill_diagonal(covMatrix_PCE, varPCE)
covMatrix += covMatrix_PCE covMatrix += covMatrix_PCE
# Compute loglikelihood # Compute loglikelihood
# try: try:
# logL = multivariate_normal.logpdf(TotalOutputs, mean=Data, cov=covMatrix) logL = multivariate_normal.logpdf(TotalOutputs, mean=Data, cov=covMatrix)
# except: except:
# logL = -np.inf logL = -np.inf
logL = 0
for i, y in enumerate(TotalOutputs):
res = Data - y
sigma = np.sqrt(covMatrix[i,i])
logL += -0.5 * (np.sum((res / sigma)**2)
+ 1*np.log(2*np.pi*sigma**2))
return logL return logL
#-------------------------------------------------------------------------------------------------------- #--------------------------------------------------------------------------------------------------------
......
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