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posterior_sampler_initialization.m: update record if different sampler is used 

Also removes redundant field
time-shift
Johannes Pfeifer 2021-01-20 18:21:37 +01:00
parent c78890d5ca
commit fa739c3a63
1 changed files with 11 additions and 10 deletions
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21
matlab/posterior_sampler_initialization.m
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@ -225,7 +225,6 @@ if ~options_.load_mh_file && ~options_.mh_recover
record.LastFileNumber = AnticipatedNumberOfFiles ;
record.LastLineNumber = AnticipatedNumberOfLinesInTheLastFile;
record.MCMCConcludedSuccessfully = 0;
record.MCMC_sampler=options_.posterior_sampler_options.posterior_sampling_method;
record.ProposalScaleVec=bayestopt_.jscale;
fprintf('Ok!\n');
id = write_mh_history_file(MetropolisFolder, ModelName, record);
@ -286,7 +285,7 @@ elseif options_.load_mh_file && ~options_.mh_recover
end
ilogpo2 = record.LastLogPost;
ix2 = record.LastParameters;
[d,bayestopt_]=set_proposal_density_to_previous_value(record,options_,bayestopt_,d);
[d,bayestopt_,record]=set_proposal_density_to_previous_value(record,options_,bayestopt_,d);
FirstBlock = 1;
NumberOfPreviousSimulations = sum(record.MhDraws(:,1),1);
fprintf('Estimation::mcmc: I am writing a new mh-history file... ');
@ -368,7 +367,7 @@ elseif options_.mh_recover
LastFileFullIndicator=1;
end
if ~isequal(options_.posterior_sampler_options.posterior_sampling_method,'slice')
[d,bayestopt_]=set_proposal_density_to_previous_value(record,options_,bayestopt_,d);
[d,bayestopt_,record]=set_proposal_density_to_previous_value(record,options_,bayestopt_,d);
end
%% Now find out what exactly needs to be redone
% 1. Check if really something needs to be done
@ -489,14 +488,9 @@ elseif options_.mh_recover
FirstBlock = find(FBlock==1,1);
end
function [d,bayestopt_]=set_proposal_density_to_previous_value(record,options_,bayestopt_,d)
function [d,bayestopt_,record]=set_proposal_density_to_previous_value(record,options_,bayestopt_,d)
if ~options_.use_mh_covariance_matrix
if isfield(record,'ProposalCovariance') && isfield(record,'ProposalScaleVec')
if isfield(record,'MCMC_sampler')
if ~strcmp(record.MCMC_sampler,options_.posterior_sampler_options.posterior_sampling_method)
warning('Estimation::mcmc: The posterior_sampling_method %s selected differs from the %s of the original chain. This may create problems with the convergence diagnostics.',options_.posterior_sampler_options.posterior_sampling_method,record.MCMC_sampler)
end
end
fprintf('Estimation::mcmc: Recovering the previous proposal density.\n')
d=record.ProposalCovariance;
bayestopt_.jscale=record.ProposalScaleVec;
@ -515,4 +509,11 @@ if ~options_.use_mh_covariance_matrix
else
% pass through input d unaltered
fprintf('Estimation::mcmc: use_mh_covariance_matrix specified, continuing with proposal density implied by the previous MCMC run.\n.');
end
end
if isfield(record,'Sampler')
if ~strcmp(record.Sampler,options_.posterior_sampler_options.posterior_sampling_method)
warning('Estimation::mcmc: The posterior_sampling_method %s selected differs from the %s of the original chain. This may create problems with the convergence diagnostics.',options_.posterior_sampler_options.posterior_sampling_method,record.Sampler)
record.Sampler=options_.posterior_sampler_options.posterior_sampling_method; %update sampler used
end
end