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TPMCMC

Purpose

TPMCMC runs parallel-tempered MCMC with periodic chain exchanges.

Full Sampling Section Keys

  • Sampling.Method (required): must be TPMCMC.
  • 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 of numbers, length must equal num_chains)

Full Skeleton

Sampling:
  Method: "TPMCMC"
  Variables:
    - name: p1
      description: parameter 1
      distribution:
        type: Flat
        parameters:
          min: -5
          max: 5
  LogLikelihood:
    - name: L_total
      expression: "L1"
  selection: "p1 > -4.9"
  Bounds:
    num_chains: 6
    num_iters: 12000
    exchange_interval: 20
    proposal_scales: [0.06, 0.06, 0.07, 0.08, 0.09, 0.10]
    temperature_ladder: [1.0, 1.5, 2.2, 3.3, 5.0, 8.0]

Example

Sampling:
  Method: "TPMCMC"
  Variables:
    - name: p1
      description: parameter 1
      distribution:
        type: Flat
        parameters:
          min: -5
          max: 5
  LogLikelihood:
    - name: L_total
      expression: "L1"
  Bounds:
    num_chains: 6
    num_iters: 12000
    exchange_interval: 20
    proposal_scales: [0.06, 0.06, 0.07, 0.08, 0.09, 0.10]
    temperature_ladder: [1.0, 1.5, 2.2, 3.3, 5.0, 8.0]