ESS

Purpose

ESS uses elliptical proposals and can consume a prior covariance.

Full Sampling Section Keys

• Sampling.Method (required): must be ESS.
• Sampling.Variables (required):
• name, description, distribution.type, distribution.parameters
• runtime-safe parameter sets: Flat(min,max), Log(min,max), Normal(mean,stddev), Log-Normal(mean,stddev), Logit(location,scale)
• Sampling.LogLikelihood (required): array of {name, expression}
• Sampling.selection (optional, string)
• Sampling.Bounds:
• base keys: num_chains, num_iters, proposal_scale
• ESS keys:
  • ess_prior_cov (optional)
  • ess (optional object)
  • prior_cov (optional, alias of ess_prior_cov)

Full Skeleton

Sampling:
  Method: "ESS"
  Variables:
    - name: p1
      description: parameter 1
      distribution:
        type: Flat
        parameters:
          min: -5
          max: 5
    - name: p2
      description: parameter 2
      distribution:
        type: Flat
        parameters:
          min: -5
          max: 5
  LogLikelihood:
    - name: L_total
      expression: "L1 + L2"
  Bounds:
    num_chains: 4
    num_iters: 8000
    proposal_scale: [0.1, 0.1, 0.1, 0.1]
    ess_prior_cov:
      - [1.0, 0.2]
      - [0.2, 1.0]
    ess:
      prior_cov:
        - [1.0, 0.2]
        - [0.2, 1.0]

Example

Sampling:
  Method: "ESS"
  Variables:
    - name: p1
      description: parameter 1
      distribution:
        type: Flat
        parameters:
          min: -5
          max: 5
    - name: p2
      description: parameter 2
      distribution:
        type: Flat
        parameters:
          min: -5
          max: 5
  LogLikelihood:
    - name: L_total
      expression: "L1 + L2"
  Bounds:
    num_chains: 4
    num_iters: 8000
    proposal_scale: [0.1, 0.1, 0.1, 0.1]
    ess_prior_cov:
      - [1.0, 0.2]
      - [0.2, 1.0]