Stabilize MEM-RBPF particle log likelihoods#4549
Merged
FlorianPfaff merged 5 commits intoJul 21, 2026
Merged
Conversation
Contributor
✅MegaLinter analysis: Success
Notices📣 MegaLinter 9.5.0 is out! Discover the new features and security recommendations in the release announcement. (Skip this info by defining See detailed reports in MegaLinter artifacts Your project could benefit from a custom flavor, which would allow you to run only the linters you need, and thus improve runtime performances. (Skip this info by defining
|
FlorianPfaff
marked this pull request as ready for review
July 21, 2026 20:09
FlorianPfaff
enabled auto-merge (squash)
July 21, 2026 20:09
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.

Bug
MEMRBPFTracker._update_particle_weights()formeddet(marginal_cov)before taking its logarithm. For valid positive-definite but very small covariance matrices, the determinant can underflow to zero in float64.When that happened, the affected particle likelihoods were replaced with
-inf. If every particle covariance underflowed, log-weight normalization fell back to uniform weights and discarded otherwise valid measurement information.Fix
Impact
MEM-RBPF particle updates now preserve relative likelihood information for extremely concentrated valid covariances instead of silently resetting the particle weights to uniform.
Validation
mainand 0 behind;[-inf, -inf], while the stable path produces normalized weights[2/3, 1/3];eigvalsh,isfinite,log, and reductions already supported by the MEM-RBPF backends;