[Developers] MCMC not working in ADMB10

dave fournier davef at otter-rsch.com
Thu Nov 18 08:52:54 PST 2010


Allan Hicks wrote:

I think there is a problem with the random number generator. Maybe it 
got changed?
> Hi All,
>
> I wish that I had the time to present a solution to this problem, but 
> unfortunately I am only identifying the issue.
>
> It appears that the MCMC algorithm is not working in ADMB 10 beta. 
> When an MCMC is run, the acceptance rate goes to 0 or 1, which seems 
> to depend where it left off during the scaling phase.  Attached are 
> screen outputs from the catage example run in ADMB10 and ADMB9.  You 
> can see that ADMB10 also runs out of memory after 21800 iterations.  
> ADMB9 appears to have run the MCMC fine.
>
> This brings up a point I have been thinking about. Should we include 
> testing of MCMC results with new versions of ADMB? This is something 
> we are just beginning to discuss with regard to testing new versions 
> of SS3.
>
> Thanks for all your help,
> Allan
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