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Random seeds #55

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odunbar opened this issue Sep 22, 2021 · 1 comment · Fixed by #95
Closed

Random seeds #55

odunbar opened this issue Sep 22, 2021 · 1 comment · Fixed by #95

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@odunbar
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odunbar commented Sep 22, 2021 •
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We add noise during various updates, for example when the forward map is deterministic it is used to stabilize the method. Some users may require fixing random seeds, we have done this during the initial ensemble construction, but not yet for the update of the ensemble. for example in EKI
e.g.

EnsembleKalmanProcesses.jl/src/EnsembleKalmanInversion.jl

Line 77 in 4252146

noise = rand(MvNormal(zeros(N_obs), scaled_obs_noise_cov), ekp.N_ens)

It would be nice to have the random seeding option
Coauthored with @trontrytel
@ilopezgp ilopezgp mentioned this issue Jan 23, 2022
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@ilopezgp ilopezgp linked a pull request Jan 23, 2022 that will close this issue
Pass explicit RNG object to methods involving stochasticity #95
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@ilopezgp
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Closed by @tsj5 's PR #95 .

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Pass explicit RNG object to methods involving stochasticity tsj5/EnsembleKalmanProcesses.jl
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@ilopezgp @odunbar