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hmm_marginal_lpdf for discrete latent states #1778

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merged 84 commits into from
May 4, 2020
Merged

hmm_marginal_lpdf for discrete latent states #1778

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829c641
initial draft code.
charlesm93 Jan 17, 2020
cc777f4
intermediate vari class.
charlesm93 Jan 17, 2020
c08c103
prototype functions.
charlesm93 Jan 22, 2020
f157f1d
debug to get code to compile.
charlesm93 Jan 22, 2020
eeaa18c
simulate data for unit tests.
charlesm93 Jan 24, 2020
519eb32
Test and compile dbl case.
charlesm93 Jan 24, 2020
6e5abcd
Get var version to compile.
charlesm93 Jan 24, 2020
f9f5e82
corrections, but still broken.
charlesm93 Jan 25, 2020
e895f9a
Prototype ad unit test.
charlesm93 Jan 26, 2020
5d9767b
Wrap up diff unit test.
charlesm93 Jan 28, 2020
a85bfa0
Remove superfluous comments and improve descriptions."
charlesm93 Jan 28, 2020
e3e7ae8
Revise unit tests to make finite diff tests not break simplex.
charlesm93 Jan 28, 2020
b9a12e7
Add and test exceptions.
charlesm93 Jan 28, 2020
66bf591
Add unit test for log density evaluation.
charlesm93 Feb 29, 2020
9e2722b
Update Gamma such that the rows are now simplexes.
charlesm93 Feb 29, 2020
b055197
Adjust error message for new Gamma configuration.
charlesm93 Feb 29, 2020
04a02f8
Remove superfluous code in unit test.
charlesm93 Feb 29, 2020
2a54f2b
Fix and test case where we have 0 transitions.
charlesm93 Mar 12, 2020
2ddcb6f
Refactor unit test.
charlesm93 Mar 13, 2020
06527a5
Unit test for the edge case where we only have one state.
charlesm93 Mar 13, 2020
14d490c
Add doxygen doc and expose file in prob.hpp
charlesm93 Mar 13, 2020
89b1339
correct errors detected by cpplint.
charlesm93 Mar 13, 2020
abcb7df
Merge commit 'fe3a41c3e854fe604841b237fa0475f26d29fe98' into HEAD
yashikno Mar 13, 2020
54be7f1
[Jenkins] auto-formatting by clang-format version 5.0.0-3~16.04.1 (ta…
stan-buildbot Mar 13, 2020
a6e0f02
Remove rev file from hmm_marginal_lpdf file.
charlesm93 Mar 13, 2020
6c90efb
Resolve conflict.
charlesm93 Mar 13, 2020
9c236aa
Fix tolerance for diff tests.
charlesm93 Mar 25, 2020
b02a0f5
Adress minor review comments.
charlesm93 Mar 25, 2020
bb46c07
Merge commit '6c432ff239a1a2ea15eaaebc89e1423c51c6a088' into HEAD
yashikno Mar 25, 2020
ec7412e
[Jenkins] auto-formatting by clang-format version 6.0.0 (tags/google/…
stan-buildbot Mar 25, 2020
61de1e4
Merge branch 'try-efficient_hmm_gradient' of https://github.com/stan-…
charlesm93 Mar 25, 2020
aad9377
[Jenkins] auto-formatting by clang-format version 5.0.0-3~16.04.1 (ta…
stan-buildbot Mar 25, 2020
feea473
Reorganize code for the n_transitions = 0 case.
charlesm93 Mar 25, 2020
01c2ab1
Merge branch 'try-efficient_hmm_gradient' of https://github.com/stan-…
charlesm93 Mar 25, 2020
c141eaa
[Jenkins] auto-formatting by clang-format version 5.0.0-3~16.04.1 (ta…
stan-buildbot Mar 25, 2020
6775bef
implement Steves feedback
charlesm93 Mar 25, 2020
2465f86
Merge branch 'try-efficient_hmm_gradient' of https://github.com/stan-…
charlesm93 Mar 25, 2020
a2775cc
[Jenkins] auto-formatting by clang-format version 6.0.0 (tags/google/…
stan-buildbot Mar 25, 2020
581c2ee
Add inline statement.
charlesm93 Mar 27, 2020
fe0b3bc
Merge branch 'try-efficient_hmm_gradient' of https://github.com/stan-…
charlesm93 Mar 27, 2020
7cdf8bb
Generalize check_simplex to handle row_vectors.
charlesm93 Mar 27, 2020
0d7d01b
Merge commit 'b6134fbf1a75d9bfa4716bafc8ced948b794f4b3' into HEAD
yashikno Mar 27, 2020
4d7d9b2
[Jenkins] auto-formatting by clang-format version 6.0.0 (tags/google/…
stan-buildbot Mar 27, 2020
d30f856
Merge branch 'try-efficient_hmm_gradient' of https://github.com/stan-…
charlesm93 Apr 7, 2020
aeb3e12
Attempt at overload for fvar.
charlesm93 Apr 7, 2020
5e04b48
Merge commit 'fee10a80ad1d0d8c72f0990dc9652e5c6296d4e9' into HEAD
yashikno Apr 7, 2020
d257eca
[Jenkins] auto-formatting by clang-format version 6.0.0
stan-buildbot Apr 7, 2020
cc76a31
overpromote so that hmm-marginal works with fwd mode
SteveBronder Apr 8, 2020
215638f
add auto in some places to help with deduction for hmm
SteveBronder Apr 8, 2020
d69fe1b
use partial_type instead of full return type
SteveBronder Apr 8, 2020
d490911
Merge branch 'try-efficient_hmm_gradient' of https://github.com/stan-…
charlesm93 Apr 8, 2020
8767d1b
revert back the initialization of kappa for hmm
SteveBronder Apr 8, 2020
64b46a7
Merge branch 'hmm-marginal-fwd' of https://github.com/stan-dev/math i…
charlesm93 Apr 10, 2020
d6b2b36
Uncomment unit tests.
charlesm93 Apr 10, 2020
543b68b
Merge branch 'hmm-marginal-fwd' into try-efficient_hmm_gradient
charlesm93 Apr 10, 2020
56c7c49
Remove unnesecessary includes from the fwd directory.
charlesm93 Apr 10, 2020
950458c
use log_marginal_density instead of value_of(log_marginal_density)
SteveBronder Apr 21, 2020
863f0ef
Merge commit '7fb33f751581333ea577ad5a5b6e62bc9d04c1de' into HEAD
yashikno Apr 21, 2020
45f1bf9
[Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2 (tag…
stan-buildbot Apr 21, 2020
fce60f3
Remove auto from C in hmm so it's only computed once
SteveBronder Apr 21, 2020
b1a0e60
Merge branch 'try-efficient_hmm_gradient' of github.com:stan-dev/math…
SteveBronder Apr 21, 2020
d94988e
Move constant check to if so compiler has easier time deducing during…
SteveBronder Apr 21, 2020
f03ba32
Move constant check to if so compiler has easier time deducing during…
SteveBronder Apr 21, 2020
82c7ee7
[Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0…
stan-buildbot Apr 21, 2020
1f0aeb7
revert generic templates for hmm
SteveBronder Apr 21, 2020
37da7af
merge to remote
SteveBronder Apr 21, 2020
be8b507
Merge branch 'try-efficient_hmm_gradient' of https://github.com/stan-…
charlesm93 Apr 21, 2020
ede1e0b
First pass at addressing Bobs review.
charlesm93 Apr 23, 2020
59cf78e
Merge commit '2133af2e116aa9618996e6a4664bdd8cb001b61a' into HEAD
yashikno Apr 23, 2020
1b7dfa4
[Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2 (tag…
stan-buildbot Apr 23, 2020
f457562
Fix documentation.
charlesm93 Apr 23, 2020
4b965dc
Merge branch 'try-efficient_hmm_gradient' of https://github.com/stan-…
charlesm93 Apr 23, 2020
79ff5e7
Revert edits to compiler flags.
charlesm93 Apr 24, 2020
4147b89
Update documentation.
charlesm93 Apr 24, 2020
be9e90b
add comment to test.
charlesm93 Apr 24, 2020
5a0786b
[Jenkins] auto-formatting by clang-format version 6.0.0-1ubuntu2~16.0…
stan-buildbot Apr 24, 2020
bfd1d7a
Merge branch 'try-efficient_hmm_gradient' of https://github.com/stan-…
charlesm93 Apr 30, 2020
d12113b
update doc on throw
charlesm93 Apr 30, 2020
e8bc649
use check_multiplicable.
charlesm93 Apr 30, 2020
4532594
move norm_norm
charlesm93 Apr 30, 2020
0adeadf
Merge commit '569fa36fc529b5bcc9f3e3a8236e681d09e99364' into HEAD
yashikno Apr 30, 2020
3ee0a62
[Jenkins] auto-formatting by clang-format version 6.0.0
stan-buildbot Apr 30, 2020
cea2cae
Merge branch 'try-efficient_hmm_gradient' of https://github.com/stan-…
charlesm93 May 1, 2020
7861bd7
remove conditional for test.
charlesm93 May 1, 2020
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Remove unnesecessary includes from the fwd directory.
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charlesm93 committed Apr 10, 2020
commit 56c7c49c5d99259a33337fdfe08baf001729d35b
2 changes: 0 additions & 2 deletions stan/math/prim/prob/hmm_marginal_lpdf.hpp
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Expand Up @@ -9,8 +9,6 @@
#include <stan/math/prim/fun/exp.hpp>
#include <stan/math/prim/fun/value_of.hpp>
#include <stan/math/prim/core.hpp>
#include <stan/math/fwd/fun/exp.hpp>
#include <stan/math/fwd/fun/log.hpp>
#include <vector>
#include <iostream>
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