PTEnsemble

Purpose

PTEnsemble combines parallel tempering with ensemble stretch-move proposals.

Full Sampling Section Keys

• Sampling.Method (required): must be PTEnsemble.
• 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:
• num_chains (required, integer)
• num_iters (required, integer)
• exchange_interval (required, integer)
• proposal_scales (required, number or array)
• temperature_ladder (optional, array)
• stretch_a (optional, number, default 2.0)

Full Skeleton

Sampling:
  Method: "PTEnsemble"
  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: 8
    num_iters: 12000
    exchange_interval: 15
    proposal_scales: [0.05, 0.05, 0.05, 0.05, 0.05, 0.05, 0.05, 0.05]
    temperature_ladder: [1.0, 1.4, 2.0, 2.8, 4.0, 5.6, 8.0, 11.0]
    stretch_a: 2.0

Example

Sampling:
  Method: "PTEnsemble"
  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: 8
    num_iters: 12000
    exchange_interval: 15
    proposal_scales: [0.05, 0.05, 0.05, 0.05, 0.05, 0.05, 0.05, 0.05]
    temperature_ladder: [1.0, 1.4, 2.0, 2.8, 4.0, 5.6, 8.0, 11.0]
    stretch_a: 2.0