draw.h File Reference

Constrained draw method: RadFriends/MCMC hybrid. More...

#include <gsl/gsl_randist.h>
#include <gsl/gsl_rng.h>
#include "common.h"

Go to the source code of this file.

Data Structures
struct	ultranest_draw_state

Functions
ultranest_draw_state *	ultranest_draw_init (LikelihoodFunc, const unsigned int ndim, const unsigned int nsteps, const double proposal_scale)
unsigned int	ultranest_draw_generate_direct (ultranest_draw_state *state, point *current, const point **members, const unsigned int nmembers)
unsigned int	ultranest_draw_next (ultranest_draw_state *state, point *current, const point **live_points, const unsigned int nlive_points)
void	ultranest_draw_print_stats (const ultranest_draw_state *state)

Detailed Description

Constrained draw method: RadFriends/MCMC hybrid.

Function Documentation

unsigned int ultranest_draw_generate_direct	(	ultranest_draw_state *	state,
		point *	current,
		const point **	members,
		const unsigned int	nmembers
	)

Draw from Cube directly, reject points via RadFriends (optional).

Parameters

current	point to update
members	live points for RadFriends
nmembers	number of live points

Set nmembers = 0 to draw from Cube without using RadFriends.

References point::coords, ultranest_draw_state::ndim, ultranest_draw_state::ndirect, point::phys_coords, ultranest_draw_state::region_high, ultranest_draw_state::region_low, and ultranest_draw_state::rng.

Referenced by ultranest_draw_next(), and ultranest_sampler_init().

ultranest_draw_state* ultranest_draw_init	(	LikelihoodFunc	,
		const unsigned int	ndim,
		const unsigned int	nsteps,
		const double	proposal_scale
	)

Create the RadFriends/MCMC hybrid drawing method

For use with ultranest_sampler_init.

Parameters

proposal_scale

Initial guess on the size of the proposal. Is calibrated on first MCMC chain. Use 1 or pow(2, 1./ndim)

See ultranest for documentation on the other parameters.

References ultranest_draw_state::maxdistance, ultranest_draw_state::mcmc_naccepts, ultranest_draw_state::mcmc_naccepts_total, ultranest_draw_state::mcmc_nrejects, ultranest_draw_state::mcmc_nrejects_total, ultranest_draw_state::mcmc_nskip, ultranest_draw_state::ndim, ultranest_draw_state::ndirect, ultranest_draw_state::ndirect_accepts, ultranest_draw_state::nfriends, ultranest_draw_state::nfriends_accepts, ultranest_draw_state::niter, ultranest_draw_state::nsteps, ultranest_draw_state::phase, ultranest_draw_state::proposal_scale, ultranest_draw_state::region_high, ultranest_draw_state::region_low, and ultranest_draw_state::rng.

Referenced by ultranest().

unsigned int ultranest_draw_next	(	ultranest_draw_state *	state,
		point *	current,
		const point **	live_points,
		const unsigned int	nlive_points
	)

Draw a new point using the hybrid RadFriends/MCMC method.

Parameters

current	point to update
live_points	live points for RadFriends
nlive_points	number of live points

Automatically switches over to MCMC when RadFriends becomes excessively inefficient.

References point::L, ultranest_draw_state::maxdistance, ultranest_draw_state::mcmc_naccepts_total, ultranest_draw_state::ndim, ultranest_draw_state::nfriends, ultranest_draw_state::nfriends_accepts, ultranest_draw_state::niter, ultranest_draw_state::nsteps, ultranest_draw_state::phase, point::phys_coords, ultranest_draw_state::region_high, ultranest_draw_state::region_low, and ultranest_draw_generate_direct().

Referenced by ultranest_sampler_next().

void ultranest_draw_print_stats

(

const ultranest_draw_state *

state

)

Print some statistics on the performance of the MCMC proposal.

References ultranest_draw_state::mcmc_naccepts_total, ultranest_draw_state::mcmc_nrejects_total, and ultranest_draw_state::mcmc_nskip.