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Commented options for slice sampler, including default values and associated restrictions/default for main options_ fields

time-shift
Marco Ratto 2016-04-27 14:19:20 +02:00 committed by Johannes Pfeifer
parent 9c62021d3c
commit 35a1c7ac17
1 changed files with 53 additions and 1 deletions
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54
matlab/check_posterior_sampler_options.m
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@ -54,6 +54,13 @@ end
% check specific options for slice sampler
if strcmp(options_.posterior_sampling_method,'slice')
% by default, slice sampler should trigger
% mode_compute=0 and
% mh_replic=100 (much smaller than the default mh_replic=20000 of RWMH)
% moreover slice must be associated to:
% options_.mh_posterior_mode_estimation = 0;
% this is done below, but perhaps preprocessing should do this?
posterior_sampler_options.parallel_bar_refresh_rate=1;
posterior_sampler_options.serial_bar_refresh_rate=1;
posterior_sampler_options.parallel_bar_title='SLICE';
@ -76,17 +83,62 @@ if strcmp(options_.posterior_sampling_method,'slice')
for i=1:rows(options_list)
switch options_list{i,1}
case 'rotated'
% triggers rotated slice iterations using a covariance
% matrix from initial burn-in iterations
% must be associated with:
% <use_mh_covariance_matrix> or <slice_initialize_with_mode>
% default = 0
posterior_sampler_options.rotated = options_list{i,2};
case 'mode'
posterior_sampler_options.mode = options_list{i,2};
% for multimodal posteriors, provide the list of modes as a
% matrix, ordered by column, i.e. [x1 x2 x3] for three
% modes x1 x2 x3
% MR note: not sure this is possible with the
% read_key_value_string ???
% if this is not possible <mode_files> does to job in any case
% This will automatically trigger <rotated>
% default = []
tmp_mode = options_list{i,2};
for j=1:size(tmp_mode,2),
posterior_sampler_options.mode(j).m = tmp_mode(:,j);
end
case 'mode_files'
% for multimodal posteriors provide a list of mode files,
% one per mode. With this info, the code will automatically
% set the <mode> option. The mode files need only to
% contain the xparam1 variable.
% This will automatically trigger <rotated>
% default = []
posterior_sampler_options.mode_files = options_list{i,2};
case 'slice_initialize_with_mode'
% the default for slice is to set mode_compute = 0 in the
% preprocessor and start the chain(s) from a random location in the prior.
% This option first runs the optimizer and then starts the
% chain from the mode. Associated with optios <rotated>, it will
% use invhess from the mode to perform rotated slice
% iterations.
% default = 0
posterior_sampler_options.slice_initialize_with_mode = options_list{i,2};
case 'initial_step_size'
% sets the initial size of the interval in the STEPPING-OUT PROCEDURE
% the initial_step_size must be a real number in [0, 1],
% and it sets the size as a proportion of the prior bounds,
% i.e. the size will be initial_step_size*(UB-LB)
% slice sampler requires prior_truncation > 0!
% default = 0.8
posterior_sampler_options.W1 = options_list{i,2}*(bounds.ub-bounds.lb);
case 'use_mh_covariance_matrix'
% in association with <rotated> indicates to use the
% covariance matrix from previous iterations to define the
% rotated slice
% default = 0
posterior_sampler_options.use_mh_covariance_matrix = options_list{i,2};
otherwise
warning(['slice_sampler: Unknown option (' options_list{i,1} ')!'])
end