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@julianwi julianwi commented Jun 29, 2024

The infinite variance handling in GaussEst and DiscreteEst was broken, because it passed avg_var_cost into the ind_out parameter of est_init().

The infinite variance code path in ReLUEst was broken as well, because zhat0_map and
related variables did not get set in this code path.

Infinite variance handling was also added to LinEst and the unit tests for all four estimators have been extended to test the infinite variance cases.

julianwi added 2 commits June 29, 2024 18:06
The infinite variance handling in GaussEst and DiscreteEst was broken,
because it passed avg_var_cost into the ind_out parameter of est_init().

Infinite variance handling was also added to LinEst and the unit tests for
all three estimators have been extended to test the infinite variance cases.
The infinite variance code path was broken, because the zhat0_map and
related variables did not get set in this code path. The relu unit tests
have been extendet to test this code path.
@julianwi julianwi changed the title fix infinite variance handling in GaussEst, DiscreteEst and LinEst fix infinite variance handling in GaussEst, DiscreteEst, LinEst and ReLUEst Jun 30, 2024
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