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Run: one Giappo param setting with range of NS epsilons #294

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richelbilderbeek opened this issue Sep 13, 2019 · 5 comments
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Run: one Giappo param setting with range of NS epsilons #294

richelbilderbeek opened this issue Sep 13, 2019 · 5 comments
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depends Cannot do, due to dependency on another issue upstream Problem is upstream

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@richelbilderbeek
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richelbilderbeek commented Sep 13, 2019

Depends on:

I can do that with mcbette.

I quote from the NS code what epsilon is: 'stopping criterion: smallest change in ML estimate to accept'

Created https://github.com/richelbilderbeek/pirouette_example_27

@richelbilderbeek richelbilderbeek self-assigned this Sep 13, 2019
@richelbilderbeek richelbilderbeek changed the title Check differeent epsilons in Nested MCMC runs Check different epsilons in Nested MCMC runs Sep 18, 2019
richelbilderbeek pushed a commit that referenced this issue Oct 8, 2019
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First results:

epsilon n_particles marg_log_lik marg_log_lik_sd
1e-02 1 -140.8959 1.494570
1e+00 1 -140.8959 1.494570
1e+02 1 -140.8959 1.494570
1e-02 2 -144.3754 1.061399
1e+00 2 -144.3754 1.061399
1e+02 2 -144.3754 1.061399

@richelbilderbeek
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Wider range:

epsilon n_particles marg_log_lik marg_log_lik_sd
0e+00 1 -140.5560 1.4980871
1e+00 1 -140.8959 1.4945700
1e+08 1 -140.8959 1.4945700
0e+00 2 -143.1778 0.9373183
1e+00 2 -144.3754 1.0613990
1e+08 2 -144.3754 1.0613990
0e+00 4 -146.0222 1.1542024
1e+00 4 -145.9139 1.1144357
1e+08 4 -145.9139 1.1144357

@richelbilderbeek richelbilderbeek added the medium Medium priority issue label Oct 15, 2019
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Added to schedule (#303)

@richelbilderbeek richelbilderbeek removed the medium Medium priority issue label Jan 23, 2020
@richelbilderbeek richelbilderbeek changed the title Check different epsilons in Nested MCMC runs Run: one Giappo param setting with range of NS epsilons Jan 23, 2020
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Epsilon never seems to matter, see my Issue here

@richelbilderbeek richelbilderbeek added depends Cannot do, due to dependency on another issue upstream Problem is upstream labels Jan 30, 2020
@richelbilderbeek
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It's fine as it is 👍

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