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Preserve Daum-Huang particle weights#4503

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FlorianPfaff wants to merge 2 commits into
mainfrom
agent/preserve-daum-huang-weights
Draft

Preserve Daum-Huang particle weights#4503
FlorianPfaff wants to merge 2 commits into
mainfrom
agent/preserve-daum-huang-weights

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@FlorianPfaff

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Bug

DaumHuangParticleFlowFilter.update_model() passes the normalized prior weights into the Gaussian transport, but then reconstructs the transported LinearDiracDistribution with uniform weights. For a nonuniform particle approximation, the resulting distribution therefore has different weighted moments from the moments used to construct the flow.

Fix

  • retain the normalized prior weights across deterministic EDH and LEDH transport
  • remove the now-unused uniform-weight construction
  • add regression coverage for a nonuniform weighted prior
  • verify both particle-flow variants retain the weights and match the analytical Gaussian bridge mean and covariance for a linear measurement

Impact

Nonuniform particle approximations no longer silently lose their probability mass during Daum-Huang updates. Their weighted posterior mean and covariance remain consistent with the transport.

Validation

  • both modified Python files pass py_compile
  • branch diff is limited to the implementation and its focused regression
  • GitHub Actions will run the repository test and backend matrix on this PR

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MegaLinter analysis: Success

Descriptor Linter Files Fixed Errors Warnings Elapsed time
✅ COPYPASTE jscpd yes no no 23.31s
✅ JSON prettier 7 0 0 0 1.31s
✅ JSON v8r 7 0 0 4.68s
✅ MARKDOWN markdownlint 68 0 0 0 2.34s
✅ MARKDOWN markdown-table-formatter 68 0 0 0 0.99s
✅ PYTHON black 1563 208 0 0 94.38s
✅ PYTHON isort 1563 382 0 0 2.65s
✅ REPOSITORY betterleaks yes no no 2.48s
✅ REPOSITORY checkov yes no no 54.67s
✅ REPOSITORY gitleaks yes no no 15.75s
✅ REPOSITORY git_diff yes no no 0.37s
✅ REPOSITORY secretlint yes no no 73.41s
✅ REPOSITORY syft yes no no 5.3s
✅ REPOSITORY trivy-sbom yes no no 5.61s
✅ REPOSITORY trufflehog yes no no 32.15s
✅ YAML prettier 11 0 0 0 0.77s
✅ YAML v8r 11 0 0 11.48s
✅ YAML yamllint 11 0 0 0.56s

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