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Fix missing normalization factor in likelihood #406

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Fix missing normalization factor in likelihood #406

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7d0a9b7
Fix missing normalization factor in likelihood
vhaasteren Jan 8, 2025
60d271a
Linting only one of the modified lines
vhaasteren Jan 8, 2025
569683a
Merge branch 'dev' into fixnormalization
vhaasteren Jan 8, 2025
d983de7
Updated test_likelihood to account for the new normalization
vhaasteren Jan 8, 2025
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4 changes: 4 additions & 0 deletions enterprise/signals/signal_base.py
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Original file line number Diff line number Diff line change
Expand Up @@ -209,6 +209,10 @@ def __call__(self, xs, phiinv_method="cliques"):
# the np.sum here is needed because each pulsar returns a 2-tuple
loglike += -0.5 * np.sum([ell for ell in self.pta.get_rNr_logdet(params)])

# Add factors of log(2pi) for the likelihood normalization
ntot = sum(sc._residuals.size for sc in self.pta._signalcollections)
loglike -= 0.5 * ntot * np.log(2 * np.pi)

# get extra prior/likelihoods
loglike += sum(self.pta.get_logsignalprior(params))

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1 change: 1 addition & 0 deletions tests/test_likelihood.py
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Expand Up @@ -237,6 +237,7 @@ def compute_like(self, npsrs=1, inc_corr=False, inc_kernel=False, cholesky_spars
TNrs.append(np.dot(Ts[ct].T, sl.cho_solve(cfs[ct], psr.residuals)))
TNTs.append(np.dot(Ts[ct].T, sl.cho_solve(cfs[ct], Ts[ct])))
loglike += -0.5 * (np.dot(psr.residuals, sl.cho_solve(cfs[ct], psr.residuals)) + logdets[ct])
loglike += -0.5 * len(psr.residuals) * np.log(2 * np.pi)

TNr = np.concatenate(TNrs)
phi = sl.block_diag(*phis)
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