Bridge sampling with non-integer weights

[philippeller]

When using the bridge sampler on samples generated with non-integer weights, it crashes (stack trace below).

It is in particular the nsamples=Int(sum(second_batch.weight)) here:

BAT.jl/src/integration/bridge_sampling_integration.jl

Line 134 in e4fcc53

proposal_samples = bat_sample(proposal_density,IIDSampling(nsamples=Int(sum(second_batch.weight)))).result

I suggest for instance to use floor(Int,sum(second_batch.weight)) instead

ArithmeticError: <PyCall.jlwrap (in a Julia function called from Python)
JULIA: InexactError: Int64(207.62753894835834)
Stacktrace:
 [1] Int64
   @ ./float.jl:723 [inlined]
 [2] bridge_sampling_integral(target_density::BAT.PosteriorDensity{Float64, Float64, BAT.ReshapedDensity{BAT.TransformedDensity{BAT.DensityWithShape{BAT.LFDensity{PyObject}, ScalarShape{Real}}, BAT.DistributionTransform{BAT.StandardUvNormal{Float64}, Distributions.Uniform{Float64}, ScalarShape{Real}, ScalarShape{Real}}, BAT.TDNoCorr, ScalarShape{Real}}, ArrayShape{Real, 1}}, BAT.DistributionDensity{Distributions.Product{Distributions.Continuous, BAT.StandardUvNormal{Float64}, FillArrays.Fill{BAT.StandardUvNormal{Float64}, 1, Tuple{Base.OneTo{Int64}}}}, BAT.HyperRectBounds{Float64}}, ArrayShape{Real, 1}, BAT.HyperRectBounds{Float32}}, target_samples::StructArrays.StructVector{BAT.DensitySample{Vector{Float64}, Float64, Float64, Nothing, Nothing}, NamedTuple{(:v, :logd, :weight, :info, :aux), Tuple{ArrayOfSimilarArrays{Float64, 1, 1, 2, SubArray{Float64, 2, Matrix{Float64}, Tuple{UnitRange{Int64}, Base.Slice{Base.OneTo{Int64}}}, false}}, Vector{Float64}, Vector{Float64}, Vector{Nothing}, Vector{Nothing}}}, Int64}, strict::Bool, ess_alg::BAT.EffSampleSizeFromAC{BAT.GeyerAutocorLen})
   @ BAT ~/.julia/packages/BAT/Ws127/src/integration/bridge_sampling_integration.jl:134
 [3] bat_integrate_impl(target::BAT.SampledDensity{BAT.PosteriorDensity{Float64, Float64, BAT.DensityWithShape{BAT.LFDensity{PyObject}, ScalarShape{Real}}, BAT.DistributionDensity{Distributions.Uniform{Float64}, BAT.HyperRectBounds{Float64}}, ScalarShape{Real}, BAT.HyperRectBounds{Float64}}, StructArrays.StructVector{BAT.DensitySample{Float64, Float64, Float64, Nothing, Nothing}, NamedTuple{(:v, :logd, :weight, :info, :aux), Tuple{SubArray{Float64, 1, Matrix{Float64}, Tuple{Int64, Base.Slice{Base.OneTo{Int64}}}, true}, Vector{Float64}, Vector{Float64}, Vector{Nothing}, Vector{Nothing}}}, Int64}, BAT.UnknownSampleGenerator}, algorithm::BAT.BridgeSampling{BAT.PriorToGaussian, BAT.EffSampleSizeFromAC{BAT.GeyerAutocorLen}})
   @ BAT ~/.julia/packages/BAT/Ws127/src/integration/bridge_sampling_integration.jl:33
 [4] bat_integrate(target::BAT.SampledDensity{BAT.PosteriorDensity{Float64, Float64, BAT.DensityWithShape{BAT.LFDensity{PyObject}, ScalarShape{Real}}, BAT.DistributionDensity{Distributions.Uniform{Float64}, BAT.HyperRectBounds{Float64}}, ScalarShape{Real}, BAT.HyperRectBounds{Float64}}, StructArrays.StructVector{BAT.DensitySample{Float64, Float64, Float64, Nothing, Nothing}, NamedTuple{(:v, :logd, :weight, :info, :aux), Tuple{SubArray{Float64, 1, Matrix{Float64}, Tuple{Int64, Base.Slice{Base.OneTo{Int64}}}, true}, Vector{Float64}, Vector{Float64}, Vector{Nothing}, Vector{Nothing}}}, Int64}, BAT.UnknownSampleGenerator}, algorithm::BAT.BridgeSampling{BAT.PriorToGaussian, BAT.EffSampleSizeFromAC{BAT.GeyerAutocorLen}})
   @ BAT ~/.julia/packages/BAT/Ws127/src/algotypes/integration_algorithm.jl:45
 [5] invokelatest(::Any, ::Any, ::Vararg{Any, N} where N; kwargs::Base.Iterators.Pairs{Union{}, Union{}, Tuple{}, NamedTuple{(), Tuple{}}})
   @ Base ./essentials.jl:708
 [6] invokelatest(::Any, ::Any, ::Vararg{Any, N} where N)
   @ Base ./essentials.jl:706
 [7] _pyjlwrap_call(f::Function, args_::Ptr{PyCall.PyObject_struct}, kw_::Ptr{PyCall.PyObject_struct})
   @ PyCall ~/.julia/packages/PyCall/7a7w0/src/callback.jl:28
 [8] pyjlwrap_call(self_::Ptr{PyCall.PyObject_struct}, args_::Ptr{PyCall.PyObject_struct}, kw_::Ptr{PyCall.PyObject_struct})
   @ PyCall ~/.julia/packages/PyCall/7a7w0/src/callback.jl:44>