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Faster log_prob test #32

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SamDuffield opened this issue Jun 5, 2024 · 0 comments
Open

Faster log_prob test #32

SamDuffield opened this issue Jun 5, 2024 · 0 comments
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enhancement New feature or request help wanted Extra attention is needed

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@SamDuffield
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Currently we run gradient descent to test we can successfully recover the parameters of an OU process in the testing but this is fairly slow.

Can we speed it up?
@SamDuffield SamDuffield added enhancement New feature or request help wanted Extra attention is needed labels Jun 5, 2024
@SamDuffield SamDuffield mentioned this issue Sep 23, 2024
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