[ADMB Users] testing hybrid mcmc
ian.taylor at noaa.gov
Fri Aug 24 11:18:55 PDT 2012
mcsave doesn't work in the hybrid method. This is flagged as Issue #94:
so you just get huge files and have to thin later. If you want to try to
get it working, you can probably start with the commented-out line 384 in
the file hybmcmc.cpp<http://admb-project.org/redmine/projects/issues/repository/entry/trunk/src/nh99/hybmcmc.cpp>
//if ( (on=option_match(ad_comm::argc,ad_comm::argv,"-mcsave"))>-1)
Issue 94 also suggests that it may not work with random effects, so you can
be a pioneer there.
As for the "-hynstep" (singular, not plural), that input controls how many
steps the algorithm makes between doing something else. If there's a good
explanation out there of how hybrid MCMC works in general, or advise on
tuning the epsilon and n-steps inputs, I haven't seen it.
On Fri, Aug 24, 2012 at 11:01 AM, Mollie Brooks <mbrooks at ufl.edu> wrote:
> Hi ADMB users,
> This is essentially the simple tpl file that Dave told me to try, but I
> added the random effects vector u.
> int n
> !! n=10;
> init_vector x(1,n);
> sdreport_number x1;
> objective_function_value f;
> random_effects_vector u(1,n);
> I can compile it, then run it with the command
> ./hybridsimple_re -hybrid -hyeps .3 -hynsteps 2 -mcmc2 10
> After playing around for a while, I can't figure out what the parameter
> -hynsteps is doing.
> I also can't seem to use mcsave to thin the samples.
> Anybody know how to use -hynsteps and -mcsave in hybrid mcmc sampling?
> Mollie Brooks
> Postdoctoral Researcher, Ponciano Lab
> Biology Department, University of Florida
> Users mailing list
> Users at admb-project.org
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