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adding a check to Metropolis Hasting initialization in order not to accept a penalized posterior value

time-shift
Michel Juillard 2010-06-26 11:51:40 +02:00
parent 40403e9e40
commit c574544b16
1 changed files with 10 additions and 6 deletions
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16
matlab/metropolis_hastings_initialization.m
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@ -95,13 +95,17 @@ if ~options_.load_mh_file & ~options_.mh_recover
if all(candidate(:) > mh_bounds(:,1)) & all(candidate(:) < mh_bounds(:,2))
ix2(j,:) = candidate;
ilogpo2(j) = - feval(TargetFun,ix2(j,:)',varargin{:});
fprintf(fidlog,[' Blck ' int2str(j) ':\n']);
for i=1:length(ix2(1,:))
fprintf(fidlog,[' params:' int2str(i) ': ' num2str(ix2(j,i)) '\n']);
if ilogpo2(j) <= - bayestopt_.penalty+1e-6
validate = 0;
else
fprintf(fidlog,[' Blck ' int2str(j) ':\n']);
for i=1:length(ix2(1,:))
fprintf(fidlog,[' params:' int2str(i) ': ' num2str(ix2(j,i)) '\n']);
end
fprintf(fidlog,[' logpo2: ' num2str(ilogpo2(j)) '\n']);
j = j+1;
validate = 1;
end
fprintf(fidlog,[' logpo2: ' num2str(ilogpo2(j)) '\n']);
j = j+1;
validate = 1;
end
init_iter = init_iter + 1;
if init_iter > 100 & validate == 0