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Transfer of Observations to CES (particular focus on high-dimensional covariances) #384

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Merged
odunbar merged 32 commits into from
Dec 17, 2025
Merged

Transfer of Observations to CES (particular focus on high-dimensional covariances) #384

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60fcb09
remove annoying *~ files
odunbar Oct 15, 2025
6a6e4d7
added functionality for linear maps and tsvd decorrelations etc - fir…
odunbar Nov 6, 2025
07b8032
initialize all encoder/decoder mats and structure matrices as linear …
odunbar Nov 6, 2025
e68d6e4
safeguard against "I" covariance matrices, and fix typos so tests run
odunbar Nov 7, 2025
4ef520a
resizing bug
odunbar Nov 7, 2025
a925fd4
add TSVD
odunbar Nov 7, 2025
0bc504d
works for canonical correlation
odunbar Nov 8, 2025
76e479f
added == for encoder-decoder schedule
odunbar Nov 14, 2025
4380bf2
instilled sign convention for singular vectors in encode/decode
odunbar Nov 14, 2025
bd53ef9
many more tests passing, updates to decode back into matrices on tran…
odunbar Nov 15, 2025
2b19fe7
typo in error calc
odunbar Nov 15, 2025
504ebc3
change kwarg back
odunbar Nov 15, 2025
f8a693c
linear scaling check
odunbar Nov 17, 2025
ea247f1
julia format
odunbar Nov 17, 2025
a953371
docs manifest
odunbar Nov 17, 2025
2c51306
MCMC test coverage, using observations
odunbar Nov 17, 2025
e0f125e
add tests for encoder_kwargs_from
odunbar Nov 17, 2025
6b927ee
docs manifest
odunbar Nov 17, 2025
969e0c2
rm docs manifest
odunbar Nov 17, 2025
d197932
add julia v1.11.5 manifest
odunbar Nov 17, 2025
c3db2d5
added codecov by testing different obs-noise-cov type conversion to l…
odunbar Nov 19, 2025
ccb1517
remove redundant islinear function, add == tests
odunbar Nov 19, 2025
f06b467
consistent with rebase
odunbar Nov 26, 2025
0e7fc1a
reviewer comments
odunbar Dec 2, 2025
4c3b231
init_params -> initial_params
odunbar Dec 2, 2025
8291d42
no more UniformScaling types
odunbar Dec 5, 2025
82e7e84
canges to utils from review
odunbar Dec 6, 2025
9b5641a
repeat test for all times
odunbar Dec 6, 2025
f83d30b
format
odunbar Dec 6, 2025
cb2ceaa
bugfix
odunbar Dec 6, 2025
1874bf6
improved norms
odunbar Dec 7, 2025
ac0fc62
format and docstring
odunbar Dec 7, 2025
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1 change: 1 addition & 0 deletions .gitignore
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Original file line number Diff line number Diff line change
Expand Up @@ -15,4 +15,5 @@ docs/site/
*.vscode*
*.DS_Store
*.jld2
*~
output*
9 changes: 8 additions & 1 deletion Project.toml
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Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
name = "CalibrateEmulateSample"
uuid = "95e48a1f-0bec-4818-9538-3db4340308e3"
authors = ["CLIMA contributors <clima-software@caltech.edu>"]
version = "0.7.0"
authors = ["CLIMA contributors <clima-software@caltech.edu>"]

[deps]
AbstractGPs = "99985d1d-32ba-4be9-9821-2ec096f28918"
Expand All @@ -16,6 +16,8 @@ ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
GaussianProcesses = "891a1506-143c-57d2-908e-e1f8e92e6de9"
KernelFunctions = "ec8451be-7e33-11e9-00cf-bbf324bd1392"
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
LinearMaps = "7a12625a-238d-50fd-b39a-03d52299707e"
LowRankApprox = "898213cb-b102-5a47-900c-97e73b919f73"
MCMCChains = "c7f686f2-ff18-58e9-bc7b-31028e88f75d"
Pkg = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7"
Expand All @@ -28,6 +30,7 @@ ScikitLearn = "3646fa90-6ef7-5e7e-9f22-8aca16db6324"
StableRNGs = "860ef19b-820b-49d6-a774-d7a799459cd3"
Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
StatsBase = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
TSVD = "9449cd9e-2762-5aa3-a617-5413e99d722e"

[compat]
AbstractGPs = "0.5.21"
Expand All @@ -41,7 +44,10 @@ EnsembleKalmanProcesses = "2"
ForwardDiff = "1"
GaussianProcesses = "0.12"
KernelFunctions = "0.10.64"
LinearMaps = "3.11.4"
LowRankApprox = "0.5.5"
MCMCChains = "7"
Plots = "1.41.1"
Printf = "1"
ProgressBars = "1"
PyCall = "1.93"
Expand All @@ -52,6 +58,7 @@ ScikitLearn = "0.6, 0.7"
StableRNGs = "1"
Statistics = "1"
StatsBase = "0.33, 0.34"
TSVD = "0.4.4"
julia = "1.6, 1.7, 1.8, 1.9, 1.10, 1.11"

[extras]
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