Markov-Chain Monte Carlo sampler written for LALInference. More...

Prototypes
void	PTMCMCAlgorithm (struct tagLALInferenceRunState *runState)
	Implements the parallel tempered MCMC algorithm. More...

void	mcmc_step (LALInferenceRunState runState, LALInferenceThreadState thread)
	Implements one MCMC step forward, updating the sigma values for the jump proposals if required. More...

void	record_likelihoods (LALInferenceThreadState *thread)

void	LALInferenceAdaptLadder (LALInferenceRunState *runState)

void	LALInferencePTswap (LALInferenceRunState runState, FILE swapfile)

void	acknowledgePhase (LALInferenceRunState *runState)

void	LALInferenceAdaptation (LALInferenceThreadState *thread)

void	LALInferenceAdaptationRestart (LALInferenceThreadState *thread)

REAL8	LALInferenceAdaptationEnvelope (INT4 step, INT4 tau, INT4 length, INT4 fix_adapt_len)

void	LALInferenceShutdownLadder (void)

void	LALInferenceFlushPTswap (void)

void	LALInferenceLadderUpdate (LALInferenceRunState *runState, INT4 sourceChainFlag, INT4 cycle)

void	LALInferencePrintPTMCMCHeadersOrResume (LALInferenceRunState *runState)

void	LALInferencePrintPTMCMCHeaderFile (LALInferenceRunState runState, LALInferenceThreadState thread, FILE *threadoutput)

void	LALInferencePrintAdaptationHeader (FILE outfile, LALInferenceThreadState thread)

void	LALInferencePrintPTMCMCInjectionSample (LALInferenceRunState *runState)

void	LALInferenceDataDump (LALInferenceIFOData data, LALInferenceModel model)

void	LALInferenceSaveSample (LALInferenceThreadState thread, FILE output)

void	LALInferencePrintAdaptationSettings (FILE outfile, LALInferenceThreadState thread)

void	LALInferencePrintMCMCSample (LALInferenceThreadState thread, LALInferenceIFOData data, INT4 iteration, REAL8 timestamp, FILE *threadoutput)

void	LALInferenceWriteMCMCSamples (LALInferenceRunState *runState)

void	LALInferenceNameOutputs (LALInferenceRunState *runState)

void	LALInferenceCheckpointMCMC (LALInferenceRunState *runState)

void	LALInferenceResumeMCMC (LALInferenceRunState *runState)

void	LALInferenceReadMCMCCheckpoint (LALInferenceRunState *runState)

void	LALInferenceAddPTMCMCMetaInfo (LALInferenceRunState *runState)

void	LALInferenceMCMCResumeRead (LALInferenceThreadState thread, FILE resumeFile)
	Reads final parameter values from the given output file, and stores them in the current params to try to continue the run. More...

void	init_mpi_randomstate (LALInferenceRunState *run_state)

Detailed Description

Markov-Chain Monte Carlo sampler written for LALInference.

Independent of model.

Markov-Chain Monte Carlo sampler incorporating parallel tempering using MPI and the possibility of adaptative jumps.

Provided are a LALAlgorithm function and a LALEvolveOneStepFunction which implement a single step forward.

Definition in file LALInferenceMCMCSampler.h.

Go to the source code of this file.

Macros
#define	COVMATRIXNAME "covarianceMatrix"

#define	UNCORRSAMPNAME "uncorrelatedSample"

#define	SIGMAVECTORNAME "sigmaJump"

Enumerations
enum	LALInferenceMPIcomm { PT_COM , LADDER_UPDATE_COM , RUN_PHASE_COM , RUN_COMPLETE }

Macro Definition Documentation

◆ COVMATRIXNAME

#define COVMATRIXNAME "covarianceMatrix"

Definition at line 41 of file LALInferenceMCMCSampler.h.

◆ UNCORRSAMPNAME

#define UNCORRSAMPNAME "uncorrelatedSample"

Definition at line 42 of file LALInferenceMCMCSampler.h.

◆ SIGMAVECTORNAME

#define SIGMAVECTORNAME "sigmaJump"

Definition at line 43 of file LALInferenceMCMCSampler.h.

Enumeration Type Documentation

◆ LALInferenceMPIcomm

enum LALInferenceMPIcomm

Enumerator
PT_COM
LADDER_UPDATE_COM	Parallel tempering communications.
RUN_PHASE_COM	Update positions across the ladder.
RUN_COMPLETE	runPhase passing Run complete

Definition at line 53 of file LALInferenceMCMCSampler.h.

Function Documentation

◆ PTMCMCAlgorithm()

void PTMCMCAlgorithm ( struct tagLALInferenceRunState * runState )

Implements the parallel tempered MCMC algorithm.

Designes to use PTMCMCOneStep() as the runstate->evolve function

Definition at line 199 of file LALInferenceMCMCSampler.c.

◆ mcmc_step()

void mcmc_step	(	LALInferenceRunState *	runState,
		LALInferenceThreadState *	thread
	)

Implements one MCMC step forward, updating the sigma values for the jump proposals if required.

Definition at line 594 of file LALInferenceMCMCSampler.c.

◆ record_likelihoods()

void record_likelihoods ( LALInferenceThreadState * thread )

Definition at line 569 of file LALInferenceMCMCSampler.c.

◆ LALInferenceAdaptLadder()

void LALInferenceAdaptLadder ( LALInferenceRunState * runState )

Definition at line 676 of file LALInferenceMCMCSampler.c.

◆ LALInferencePTswap()

void LALInferencePTswap	(	LALInferenceRunState *	runState,
		FILE *	swapfile
	)

Definition at line 767 of file LALInferenceMCMCSampler.c.

◆ acknowledgePhase()

void acknowledgePhase ( LALInferenceRunState * runState )

◆ LALInferenceAdaptation()

void LALInferenceAdaptation ( LALInferenceThreadState * thread )

Definition at line 1138 of file LALInferenceMCMCSampler.c.

◆ LALInferenceAdaptationRestart()

void LALInferenceAdaptationRestart ( LALInferenceThreadState * thread )

Definition at line 1174 of file LALInferenceMCMCSampler.c.

◆ LALInferenceAdaptationEnvelope()

REAL8 LALInferenceAdaptationEnvelope	(	INT4	step,
		INT4	tau,
		INT4	length,
		INT4	fix_adapt_len
	)

Definition at line 1212 of file LALInferenceMCMCSampler.c.

◆ LALInferenceShutdownLadder()

void LALInferenceShutdownLadder ( void )

◆ LALInferenceFlushPTswap()

void LALInferenceFlushPTswap ( void )

◆ LALInferenceLadderUpdate()

void LALInferenceLadderUpdate	(	LALInferenceRunState *	runState,
		INT4	sourceChainFlag,
		INT4	cycle
	)

◆ LALInferencePrintPTMCMCHeadersOrResume()

void LALInferencePrintPTMCMCHeadersOrResume ( LALInferenceRunState * runState )

◆ LALInferencePrintPTMCMCHeaderFile()

void LALInferencePrintPTMCMCHeaderFile	(	LALInferenceRunState *	runState,
		LALInferenceThreadState *	thread,
		FILE *	threadoutput
	)

Definition at line 1573 of file LALInferenceMCMCSampler.c.

◆ LALInferencePrintAdaptationHeader()

void LALInferencePrintAdaptationHeader	(	FILE *	outfile,
		LALInferenceThreadState *	thread
	)

Definition at line 1681 of file LALInferenceMCMCSampler.c.

◆ LALInferencePrintPTMCMCInjectionSample()

void LALInferencePrintPTMCMCInjectionSample ( LALInferenceRunState * runState )

Definition at line 1705 of file LALInferenceMCMCSampler.c.

◆ LALInferenceDataDump()

void LALInferenceDataDump	(	LALInferenceIFOData *	data,
		LALInferenceModel *	model
	)

Definition at line 1970 of file LALInferenceMCMCSampler.c.

◆ LALInferenceSaveSample()

void LALInferenceSaveSample	(	LALInferenceThreadState *	thread,
		FILE *	output
	)

Definition at line 1883 of file LALInferenceMCMCSampler.c.

◆ LALInferencePrintAdaptationSettings()

void LALInferencePrintAdaptationSettings	(	FILE *	outfile,
		LALInferenceThreadState *	thread
	)

Definition at line 1932 of file LALInferenceMCMCSampler.c.

◆ LALInferencePrintMCMCSample()

void LALInferencePrintMCMCSample	(	LALInferenceThreadState *	thread,
		LALInferenceIFOData *	data,
		INT4	iteration,
		REAL8	timestamp,
		FILE *	threadoutput
	)

Definition at line 1890 of file LALInferenceMCMCSampler.c.

◆ LALInferenceWriteMCMCSamples()

void LALInferenceWriteMCMCSamples ( LALInferenceRunState * runState )

Definition at line 1522 of file LALInferenceMCMCSampler.c.

◆ LALInferenceNameOutputs()

void LALInferenceNameOutputs ( LALInferenceRunState * runState )

Definition at line 1232 of file LALInferenceMCMCSampler.c.

◆ LALInferenceCheckpointMCMC()

void LALInferenceCheckpointMCMC ( LALInferenceRunState * runState )

Definition at line 1305 of file LALInferenceMCMCSampler.c.

◆ LALInferenceResumeMCMC()

void LALInferenceResumeMCMC ( LALInferenceRunState * runState )

Definition at line 1289 of file LALInferenceMCMCSampler.c.

◆ LALInferenceReadMCMCCheckpoint()

void LALInferenceReadMCMCCheckpoint ( LALInferenceRunState * runState )

Definition at line 1368 of file LALInferenceMCMCSampler.c.

◆ LALInferenceAddPTMCMCMetaInfo()

void LALInferenceAddPTMCMCMetaInfo ( LALInferenceRunState * runState )

Definition at line 2053 of file LALInferenceMCMCSampler.c.

◆ LALInferenceMCMCResumeRead()

void LALInferenceMCMCResumeRead	(	LALInferenceThreadState *	thread,
		FILE *	resumeFile
	)

Reads final parameter values from the given output file, and stores them in the current params to try to continue the run.

Definition at line 2046 of file LALInferenceMCMCSampler.c.

◆ init_mpi_randomstate()

void init_mpi_randomstate ( LALInferenceRunState * run_state )

Definition at line 49 of file LALInferenceKombine.c.

Prototypes