fix covariance quantification of sparse FunctionEstimator with full p…

…rior covariance matrix
settylab · Dec 11, 2024 · 30aefa4 · 30aefa4
1 parent eb20472
commit 30aefa4
Showing 1 changed file with 2 additions and 2 deletions.
diff --git a/mellon/conditional.py b/mellon/conditional.py
@@ -81,7 +81,7 @@ def update_diag(i, ycf, val):
     return y_cov_factor
 
 
-def _process_sigma(sigma, r, A):
+def _process_sigma(sigma, r, A, jitter=DEFAULT_JITTER):
     """
     Helper function to interpret and process sigma based on its shape and the shape of r.
 
@@ -331,7 +331,7 @@ def __init__(
         if y_is_mean:
             r_l, A_l = r, A
         else:
-            r_l, A_l = _process_sigma(sigma, r, A)
+            r_l, A_l = _process_sigma(sigma, r, A, jitter=jitter)
         LBB = stabilize(dot(A_l, A.T), 1)
         L_B = cholesky(LBB)