src/parallel_tempering.c File Reference

#include <omp.h>
#include "mcmc.h"
#include "parallel_tempering.h"
#include "parallel_tempering_beta.h"
#include "parallel_tempering_interaction.h"
#include "parallel_tempering_config.h"
#include "debug.h"
#include "define_defaults.h"
#include "gsl_helper.h"
#include "parallel_tempering_run.h"
#include "utils.h"

Defines
#define	BURN_IN_ITERATIONS
#define	RWM
#define	ADAPT
Functions
void	register_signal_handlers ()
void	run_sampler (mcmc **chains, int n_beta, unsigned int n_swap, const unsigned long max_iterations, char *mode)
void	report (const mcmc **chains, const int n_beta)
void	calibrate_first ()
void	calibrate_rest ()
void	prepare_and_run_sampler (const unsigned long max_iterations, int append)
void	adapt (mcmc **chains, const unsigned int n_beta, const unsigned int n_swap)
void	dump (const mcmc **chains, const unsigned int n_beta, const unsigned long iter, FILE *acceptance_file, FILE **probabilities_file)

---

Define Documentation

#define ADAPT

Enable a constant but small rescaling of the step width to keep the acceptance rate up.

#define BURN_IN_ITERATIONS

how many iterations should be spent on burn-in

Referenced by calibrate_first(), calibrate_rest(), and check().

#define RWM

Enable Random Walk Metropolis (adaptive MCMC method) Also important: MINIMAL_STEPWIDTH, MAXIMAL_STEPWIDTH

---

Function Documentation

void adapt	(	mcmc **	chains,
		const unsigned int	n_beta,
		const unsigned int	n_swap
	)

References dump_i, get_params_accepts_sum(), get_params_rejects_sum(), get_prob(), get_steps(), markov_chain_step(), reset_accept_rejects(), rmw_adapt_stepwidth(), and TARGET_ACCEPTANCE_RATE.

Referenced by run_sampler().

void calibrate_first

(

)

needs: params file BURN_IN_ITERATIONS start values (in params file)

does: calibrate first chain (beta = 1) writes beta, stepwidths and start values as first line in file calibration_result

provides: stepwidths of first chain (calibration_result) new params file (params_suggest) new start values (calibration_result)

References BURN_IN_ITERATIONS, calc_model(), DEFAULT_ADJUST_STEP, ITER_LIMIT, markov_chain_calibrate(), MAX_AR_DEVIATION, mcmc_check(), MUL, setup_chains(), TARGET_ACCEPTANCE_RATE, write_calibrations_file(), and write_params_file().

Referenced by main().

void calibrate_rest

(

)

needs: params file BURN_IN_ITERATIONS first line in calibration_result BETA_ALIGNMENT BETA_0 SKIP_CALIBRATE_ALLCHAINS

does: calibrate remaining chains (beta < 1) writes all betas, stepwidths and start values in file calibration_result

provides: stepwidths of first chain (calibration_result) new params file (params_suggest) new start values (calibration_result)

References mcmc::additional_data, BETA_0, burn_in(), BURN_IN_ITERATIONS, calc_beta_0(), calc_model(), DEFAULT_ADJUST_STEP, dump_vectorln(), dup_vector(), get_beta(), get_chain_beta(), get_n_par(), get_params_best(), get_steps(), ITER_LIMIT, markov_chain_calibrate(), MAX_AR_DEVIATION, mcmc_check(), mem_free, mem_malloc, MUL, N_BETA, mcmc::params_step, read_calibration_file(), set_beta(), set_params(), setup_chains(), TARGET_ACCEPTANCE_RATE, write_calibration_summary(), and write_calibrations_file().

Referenced by main().

void dump	(	const mcmc **	chains,
		const unsigned int	n_beta,
		const unsigned long	iter,
		FILE *	acceptance_file,
		FILE **	probabilities_file
	)

References debug, dump_mcmc(), dump_ul, dump_vector(), dumpflag, get_duration(), get_params(), get_params_accepts_global(), get_params_rejects_global(), get_ticks_per_second(), IFDEBUG, PRINT_PROB_INTERVAL, and report().

Referenced by run_sampler().

void prepare_and_run_sampler	(	const unsigned long	max_iterations,
		int	append
	)

References mcmc_free(), mcmc_open_dump_files(), mem_free, N_BETA, N_SWAP, read_calibration_file(), register_signal_handlers(), report(), run_sampler(), set_data(), and setup_chains().

Referenced by main().

void register_signal_handlers

(

)

Referenced by prepare_and_run_sampler().

void report	(	const mcmc **	chains,
		const int	n_beta
	)

References mcmc_dump_flush(), and print_current_positions().

Referenced by dump(), and prepare_and_run_sampler().

void run_sampler	(	mcmc **	chains,
		int	n_beta,
		unsigned int	n_swap,
		const unsigned long	max_iterations,
		char *	mode
	)

References adapt(), assert, dump(), dumpflag, get_beta(), get_duration(), get_prior(), get_prob(), markov_chain_step(), mcmc_append_current_parameters(), mcmc_check_best(), mem_calloc, mcmc::n_iter, run, and tempering_interaction().

Referenced by prepare_and_run_sampler().