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refactor(mixed): log_ggm_ratio_* delegate the det-lemma to log_det_ratio_yy_* #136

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Merged
MaartenMarsman merged 1 commit into from
Jun 4, 2026
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refactor(mixed): log_ggm_ratio_* delegate the det-lemma to log_det_ratio_yy_* #136

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23 changes: 9 additions & 14 deletions src/models/mixed/mixed_mrf_metropolis.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -238,18 +238,14 @@ double MixedMRFModel::log_ggm_ratio_edge(int i, int j, arma::mat& cov_prop_out)

// --- Log-determinant ratio via matrix determinant lemma ---
// ΔΩ has 3 nonzero entries: (i,j), (j,i), (j,j).
// Ui = old - new off-diag, Uj = (old - new diag) / 2
// Ui = old - new off-diag, Uj = (old - new diag) / 2. The same Ui/Uj also
// drive the Woodbury covariance update below, so they are kept here; the
// log-det ratio itself is the canonical rank-2 det-lemma in
// log_det_ratio_yy_edge (recomputes the identical Ui/Uj internally).
double Ui = precision_curr(ui, uj) - precision_proposal_(ui, uj);
double Uj = (precision_curr(uj, uj) - precision_proposal_(uj, uj)) / 2.0;

double cc11 = covariance_continuous_(uj, uj);
double cc12 = 1.0 - (covariance_continuous_(ui, uj) * Ui +
covariance_continuous_(uj, uj) * Uj);
double cc22 = Ui * Ui * covariance_continuous_(ui, ui) +
2.0 * Ui * Uj * covariance_continuous_(ui, uj) +
Uj * Uj * covariance_continuous_(uj, uj);

double logdet_ratio = MY_LOG(std::abs(cc11 * cc22 - cc12 * cc12));
double logdet_ratio = log_det_ratio_yy_edge(i, j);

// --- Proposed covariance via Woodbury ---
// ΔΩ = vf1 vf2' + vf2 vf1' where vf1 = [0,...,-1,...] (j-th),
Expand Down Expand Up @@ -311,13 +307,12 @@ double MixedMRFModel::log_ggm_ratio_diag(int i, arma::mat& cov_prop_out) const {
double precision_ii = -2.0 * pairwise_effects_continuous_(ui, ui);

// --- Log-determinant ratio (rank-1) ---
// Uj also drives the Sherman-Morrison covariance update below, so it is
// kept here; the log-det ratio itself is the canonical rank-1 det-lemma in
// log_det_ratio_yy_diag (recomputes the identical Uj internally).
double Uj = (precision_ii - precision_proposal_(ui, ui)) / 2.0;

double cc11 = covariance_continuous_(ui, ui);
double cc12 = 1.0 - covariance_continuous_(ui, ui) * Uj;
double cc22 = Uj * Uj * covariance_continuous_(ui, ui);

double logdet_ratio = MY_LOG(std::abs(cc11 * cc22 - cc12 * cc12));
double logdet_ratio = log_det_ratio_yy_diag(i);

// --- Proposed covariance via Sherman-Morrison (rank-1 special case) ---
// ΔΩ = -2Uj * e_i e_i', so Σ' = Σ + 2Uj * Σ[:,i] Σ[i,:]' / (1 - 2Uj * Σ(i,i))
Expand Down
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