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Cleaned correlated gaussian test
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Pablo-Lemos committed Mar 15, 2023
1 parent 072aa54 commit 9c77661
Showing 1 changed file with 0 additions and 4 deletions.
4 changes: 0 additions & 4 deletions scripts/correlated_gaussian.py
Original file line number Diff line number Diff line change
Expand Up @@ -41,15 +41,11 @@ def generate_correlated_samples(num_samples, num_sims, num_dims):
theta = np.random.uniform(low=-5, high=5, size=(num_sims, num_dims))
cov = [generate_psd_matrix(num_dims) for _ in range(num_sims)]
cov = np.concatenate(cov).reshape(num_sims, num_dims, num_dims)
print(theta.shape, cov.shape)
samples = [np.random.multivariate_normal(mean=theta[i], cov=cov[i], size=num_samples) for i in range(num_sims)]
samples = np.stack(samples)
samples = samples.transpose(1, 0, 2)
#samples = np.random.multivariate_normal(mean=theta, cov=cov, size=(num_samples, num_sims, num_dims))
theta = [np.random.multivariate_normal(mean=theta[i], cov=cov[i], size=1) for i in range(num_sims)]
theta = np.stack(theta)[:,0]
print(theta.shape, samples.shape)
#theta = np.random.multivariate_normal(mean=theta, cov=cov, size=(num_sims, num_dims))
return samples, theta


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