Skip to content

Stabilize concentrated Watson density evaluation - #5259

Open
FlorianPfaff wants to merge 2 commits into
mainfrom
agent/stabilize-watson-pdf
Open

Stabilize concentrated Watson density evaluation#5259
FlorianPfaff wants to merge 2 commits into
mainfrom
agent/stabilize-watson-pdf

Conversation

@FlorianPfaff

Copy link
Copy Markdown
Owner

Bug

WatsonDistribution.pdf(...) evaluated the density as the product of the normalization constant and an exponential term.

For large positive concentration, those two factors can underflow and overflow separately even though the normalized density is finite. With mu=[1, 0, 0], kappa=1000, and evaluation at the mode, the normalization constant underflows to zero while exp(kappa) overflows, producing 0 * inf -> NaN. The mathematically correct density is approximately 159.075285843.

Fix

Evaluate the same density in log space using the class's existing stable ln_norm_const:

exp(ln_norm_const + kappa * (x @ mu) ** 2)

This preserves ordinary-case values while avoiding the spurious 0 * inf intermediate.

Regression coverage

Add a focused regression at kappa=1000 that evaluates the mode and checks the finite expected density.

Validation

  • independently reproduced the previous underflow/overflow pair and resulting NaN;
  • independently evaluated the log-space expression and obtained 159.07528584318962;
  • final diff is limited to one production-line replacement and six regression-test lines;
  • branch is based directly on current main (f196ec41d1d8681e279936db9f1a0a3abfa276e7) and is 2 commits ahead / 0 behind;
  • GitHub Actions is authoritative for the full backend, lint, packaging, documentation, and integration matrix.

@github-actions

github-actions Bot commented Aug 7, 2026

Copy link
Copy Markdown
Contributor

MegaLinter analysis: Success

Descriptor Linter Files Fixed Errors Warnings Elapsed time
✅ COPYPASTE jscpd yes no no 20.33s
✅ JSON prettier 7 0 0 0 0.76s
✅ JSON v8r 7 0 0 6.63s
✅ MARKDOWN markdownlint 68 0 0 0 1.45s
✅ MARKDOWN markdown-table-formatter 68 0 0 0 0.6s
✅ PYTHON black 1866 87 0 0 69.18s
✅ PYTHON isort 1866 140 0 0 2.1s
✅ REPOSITORY betterleaks yes no no 1.98s
✅ REPOSITORY checkov yes no no 39.25s
✅ REPOSITORY gitleaks yes no no 13.05s
✅ REPOSITORY git_diff yes no no 0.27s
✅ REPOSITORY secretlint yes no no 61.63s
✅ REPOSITORY syft yes no no 4.69s
✅ REPOSITORY trivy-sbom yes no no 4.49s
✅ REPOSITORY trufflehog yes no no 24.83s
✅ YAML prettier 11 0 0 0 0.49s
✅ YAML v8r 11 0 0 8.52s
✅ YAML yamllint 11 0 0 0.47s

Notices

📣 MegaLinter 9.5.0 is out! Discover the new features and security recommendations in the release announcement. (Skip this info by defining SECURITY_SUGGESTIONS: false)

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 FLAVOR_SUGGESTIONS: false)

  • Documentation: Custom Flavors
  • Command: npx mega-linter-runner@9.6.0 --custom-flavor-setup --custom-flavor-linters PYTHON_BLACK,PYTHON_ISORT,COPYPASTE_JSCPD,JSON_V8R,JSON_PRETTIER,MARKDOWN_MARKDOWNLINT,MARKDOWN_MARKDOWN_TABLE_FORMATTER,REPOSITORY_CHECKOV,REPOSITORY_GIT_DIFF,REPOSITORY_GITLEAKS,REPOSITORY_BETTERLEAKS,REPOSITORY_SECRETLINT,REPOSITORY_SYFT,REPOSITORY_TRIVY_SBOM,REPOSITORY_TRUFFLEHOG,YAML_PRETTIER,YAML_YAMLLINT,YAML_V8R

MegaLinter is graciously provided by OX Security
Show us your support by starring ⭐ the repository

@FlorianPfaff
FlorianPfaff marked this pull request as ready for review August 7, 2026 17:52
@FlorianPfaff
FlorianPfaff enabled auto-merge (squash) August 7, 2026 17:52
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

1 participant