Fix ESS-target comparison in adaptive persistent sampling solver#811
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thomasckng wants to merge 2 commits intoblackjax-devs:mainfrom
Open
Fix ESS-target comparison in adaptive persistent sampling solver#811thomasckng wants to merge 2 commits intoblackjax-devs:mainfrom
thomasckng wants to merge 2 commits intoblackjax-devs:mainfrom
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The root-finding function in
adaptive_persistent_sampling.calculate_lambdacompared ESS and target in mismatched spaces.compute_persistent_essreturns ESS in linear space, buttarget_valis computed asjnp.log(n_particles * target_ess)(log space). The original code subtracted the log-space target directly from the linear-space ESS:This meant the solver was finding a root of
ESS - log(N * target)instead oflog(ESS) - log(N * target), causing incorrect tempering schedules. The fix wrapsess_valinjnp.log()so both sides are in log space:This is consistent with how
adaptive_tempered_smchandles the same computation vialog_ess()inblackjax.smc.ess.