def testBrownianMotionHMC(self):
"""Checks approximate samples from the model against the ground truth."""
model = brownian_motion.BrownianMotion(locs=_small_observed_data,
innovation_noise=0.1,
observation_noise=0.15)
self.validate_ground_truth_using_hmc(
model,
num_chains=4,
num_steps=4000,
num_leapfrog_steps=15,
step_size=0.03,
)
def testBrownianMotion(self):
"""Checks that unconstrained parameters yield finite joint densities."""
model = brownian_motion.BrownianMotion(**_test_dataset())
self.validate_log_prob_and_transforms(
model, sample_transformation_shapes=dict(identity=[30]))
