Detailed Description

Jump proposals for exploring the GW signal parameter space.

Author: Ilya Mandel, Vivien Raymond, Christian Roever, Marc van der Sluys, John Veitch, and Will M. Farr.

Date: 2011

For exploring the parameter space of GW signals, it is convenient to use many different types of jumps. For example, we supply in this module proposals that change one parameter at a time, based on a gaussian distribution centered at the current value with a fixed width; proposals that change a combination of parameters along a one-dimensional curve in parameter space; proposals that change a combination of parameters along a sub-manifold of parameter space; and proposals that change all parameters at once, attempting to generate a jump along the directions in parameter space corresponding to eigenvectors of the covariance matrix; etc.

Good jump proposals involve a combination of moves, or sub-proposals, chosen with various weights. Having such a combined jump proposal can cause difficulties with standard Metropolis sampling in an MCMC, depending on how the combined proposal is implemented. The reason involves the ratio of forward to backward jump probabilities that is used in the acceptance probability for a jump in Metropolis sampling. Many proposals are symmetric, having equal forward and backward jump probabilities, but not all.

If the combined proposal is implemented as a random choice among a list of sub-proposals, then the proper jump probability is a combination of the jump probabilities from all sub-propsals. That is, to properly compute the jump probability for such a combined proposal, every sub-proposal—whether it individually is symmetric or not—must be queried after each jump for its individual jump probability, and these must be combined into the correct jump probability for the overall proposal. The situation becomes even more complex when the sub-proposals act on sub-manifolds of parameter space of differing dimensions, because then the individual proposal jump probabilities involve varying numbers of delta-functions that act to restrict the support of the jump probability to the proper sub-manifold. Ugh.

We avoid this problem by implementing our combined proposal as a cyclic sequence of sub-proposals. At each MCMC step, only one of the sub-proposals is used, and therefore only this proposal's jump probability is relevant to the computation of the forward and backward jump probabilities. At the next step, the next proposal in the cycle is called, etc. The LALInferenceCyclicProposal() function implements this procedure. To add a number of copies of a proposal function to the end of the cycle, use LALInferenceAddProposalToCycle(); once all desired sub-proposals are added to the cycle, call LALInferenceRandomizeProposalCycle() in order to ensure that the ordering of the sub-proposals is random.

Prototypes
LALInferenceProposal *	LALInferenceInitProposal (LALInferenceProposalFunction func, const char *name)
	Creates a new proposal object from the given func pointer and name. More...

void	LALInferenceRegisterProposal (LALInferenceVariables propArgs, const char name, INT4 flag, ProcessParamsTable command_line)
	Use a default flag and a check of the command-line to set proposal flags in proposal args. More...

void	LALInferenceAddProposalToCycle (LALInferenceProposalCycle cycle, LALInferenceProposal prop, INT4 weight)
	Adds weight copies of the proposal prop to the end of the proposal cycle. More...

void	LALInferenceRandomizeProposalCycle (LALInferenceProposalCycle cycle, gsl_rng rng)
	Randomizes the order of the proposals in the proposal cycle. More...

LALInferenceProposalCycle *	LALInferenceInitProposalCycle (void)
	Create a new proposal cycle. More...

LALInferenceVariables *	LALInferenceParseProposalArgs (LALInferenceRunState *runState)
	Go through all logic for deciding proposals to use. More...

REAL8	LALInferenceCyclicProposal (LALInferenceThreadState thread, LALInferenceVariables currentParams, LALInferenceVariables *proposedParams)
	Proposes a jump from the next proposal in the proposal cycle. More...

void	LALInferenceDeleteProposalCycle (LALInferenceProposalCycle *cycle)
	Completely remove the current proposal cycle, freeing the associated memory. More...

LALInferenceProposalCycle *	LALInferenceSetupDefaultInspiralProposalCycle (LALInferenceVariables *propArgs)
	A reasonable default proposal. More...

REAL8	LALInferenceSingleProposal (LALInferenceThreadState thread, LALInferenceVariables currentParams, LALInferenceVariables *proposedParams)
	Non-adaptive, sigle-variable update proposal with reasonable widths in each dimension. More...

REAL8	LALInferenceSingleAdaptProposal (LALInferenceThreadState thread, LALInferenceVariables currentParams, LALInferenceVariables *proposedParams)
	Like LALInferenceSingleProposal() but will use adaptation if the –adapt command-line flag given. More...

REAL8	LALInferencePolarizationPhaseJump (LALInferenceThreadState thread, LALInferenceVariables currentParams, LALInferenceVariables *proposedParams)
	Polarization-phase exact degeneracy. More...

REAL8	LALInferenceCorrPolarizationPhaseJump (LALInferenceThreadState thread, LALInferenceVariables currentParams, LALInferenceVariables *proposedParams)
	Polarization-phase correlation jump. More...

REAL8	LALInferenceCovarianceEigenvectorJump (LALInferenceThreadState thread, LALInferenceVariables currentParams, LALInferenceVariables *proposedParams)
	Choose a random covariance matrix eigenvector to jump along. More...

REAL8	LALInferenceSkyLocWanderJump (LALInferenceThreadState thread, LALInferenceVariables currentParams, LALInferenceVariables *proposedParams)
	Jump around by 0.01 radians in angle on the sky. More...

REAL8	LALInferenceDifferentialEvolutionFull (LALInferenceThreadState thread, LALInferenceVariables currentParams, LALInferenceVariables *proposedParams)
	Differential evolution, on all non-fixed, non-output parameters. More...

REAL8	LALInferenceDifferentialEvolutionNames (LALInferenceThreadState thread, LALInferenceVariables currentParams, LALInferenceVariables proposedParams, const char names[])
	Perform differential evolution on the parameters of the given names (the names array should be terminated by a NULL pointer). More...

REAL8	LALInferenceDifferentialEvolutionIntrinsic (LALInferenceThreadState thread, LALInferenceVariables currentParams, LALInferenceVariables *proposedParams)
	Perform differential evolution on only the intrinsic parameters. More...

REAL8	LALInferenceDifferentialEvolutionExtrinsic (LALInferenceThreadState thread, LALInferenceVariables currentParams, LALInferenceVariables *proposedParams)
	Perform a differential evolution step on only the extrinsic parameters. More...

REAL8	LALInferenceDrawApproxPrior (LALInferenceThreadState thread, LALInferenceVariables currentParams, LALInferenceVariables *proposedParams)
	Draws from an approximation to the true prior. More...

REAL8	LALInferenceDrawFlatPrior (LALInferenceThreadState thread, LALInferenceVariables currentParams, LALInferenceVariables *proposedParams)
	Draws from a flat prior for all variables where are flat prior is specified. More...

REAL8	LALInferenceSkyReflectDetPlane (LALInferenceThreadState thread, LALInferenceVariables currentParams, LALInferenceVariables *proposedParams)
	Reflects the sky location through the plane formed by three detectors. More...

REAL8	LALInferenceSkyRingProposal (LALInferenceThreadState thread, LALInferenceVariables currentParams, LALInferenceVariables *proposedParams)

REAL8	LALInferenceGlitchMorletProposal (LALInferenceThreadState thread, LALInferenceVariables currentParams, LALInferenceVariables *proposedParams)

REAL8	LALInferenceGlitchMorletReverseJump (LALInferenceThreadState thread, LALInferenceVariables currentParams, LALInferenceVariables *proposedParams)

REAL8	LALInferencePSDFitJump (LALInferenceThreadState thread, LALInferenceVariables currentParams, LALInferenceVariables *proposedParams)

REAL8	LALInferenceExtrinsicParamProposal (LALInferenceThreadState thread, LALInferenceVariables currentParams, LALInferenceVariables *proposedParams)
	Proposal for the extrinsic parameters. More...

REAL8	LALInferenceFrequencyBinJump (LALInferenceThreadState thread, LALInferenceVariables currentParams, LALInferenceVariables *proposedParams)
	Proposal to jump in frequency by one frequency bin. More...

REAL8	LALInferenceDistanceLikelihoodProposal (LALInferenceThreadState thread, LALInferenceVariables currentParams, LALInferenceVariables *proposedParams)
	Proposal which draws a sample from the distance likelihood function Requires the currentParams to have optimal_snr and matched_filter_snr. More...

void	LALInferenceZeroProposalStats (LALInferenceProposalCycle *cycle)

void	LALInferenceTrackProposalAcceptance (LALInferenceThreadState *thread)
	Function for updating proposal acceptance rates if tracking. More...

void	LALInferenceUpdateAdaptiveJumps (LALInferenceThreadState *thread, REAL8 targetAcceptance)
	Helper function to update the adaptive steps after each jump. More...

void	LALInferenceSetupClusteredKDEProposalsFromASCII (LALInferenceThreadState thread, FILE input, INT4 burnin, REAL8 weight, INT4 ptmcmc)
	Setup all clustered-KDE proposals with samples read from file. More...

void	LALInferenceAddClusteredKDEProposalToSet (LALInferenceVariables propArgs, LALInferenceClusteredKDE kde)
	Add a KDE proposal to the KDE proposal set. More...

void	LALInferenceDestroyClusteredKDEProposal (LALInferenceClusteredKDE *proposal)
	Destroy an existing clustered-KDE proposal. More...

void	LALInferenceSetupClusteredKDEProposalFromDEBuffer (LALInferenceThreadState *thread)
	Setup a clustered-KDE proposal from the differential evolution buffer. More...

void	LALInferenceSetupClusteredKDEProposalFromRun (LALInferenceThreadState thread, REAL8 samples, INT4 size, INT4 cyclic_reflective, INT4 ntrials)
	Setup a clustered-KDE proposal from the parameters in a run. More...

REAL8	LALInferenceClusteredKDEProposal (LALInferenceThreadState thread, LALInferenceVariables currentParams, LALInferenceVariables *proposedParams)
	A proposal based on the clustered kernal density estimate of a set of samples. More...

REAL8	LALInferenceStoredClusteredKDEProposal (LALInferenceThreadState thread, LALInferenceVariables currentParams, LALInferenceVariables proposedParams, REAL8 propDensity)
	An interface to the KDE proposal that avoids a KDE evaluation if possible. More...

void	LALInferenceInitClusteredKDEProposal (LALInferenceThreadState thread, LALInferenceClusteredKDE kde, REAL8 array, INT4 nSamps, LALInferenceVariables params, const char name, REAL8 weight, LALInferenceKmeans (cluster_method)(gsl_matrix , INT4, gsl_rng *), INT4 cyclic_reflective, INT4 ntrials)
	Initialize a clustered-KDE proposal. More...

void	LALInferenceDumpClusteredKDE (LALInferenceClusteredKDE kde, char outp_name, REAL8 *array)
	Dump draws from a KDE to file. More...

void	LALInferenceDumpClusteredKDEDraws (LALInferenceClusteredKDE kde, char outp_name, INT4 nSamps)
	Dump clustered KDE information to file. More...

void	LALInferenceComputeMaxAutoCorrLenFromDE (LALInferenceThreadState thread, INT4 maxACL)
	A wrapper for the KDE proposal that doesn't store KDE evaluations. More...

REAL8	LALInferenceComputeMaxAutoCorrLen (REAL8 *array, INT4 nPoints, INT4 nPar)
	Compute the maximum single-parameter autocorrelation length. More...

void	LALInferenceUpdateMaxAutoCorrLen (LALInferenceThreadState *thread)
	Update the estimatate of the autocorrelation length. More...

INT4	LALInferenceComputeEffectiveSampleSize (LALInferenceThreadState *thread)
	Determine the effective sample size based on the DE buffer. More...

void	LALInferenceSetupAdaptiveProposals (LALInferenceVariables propArgs, LALInferenceVariables params)
	Helper function to setup the adaptive step proposals before the run. More...

void	LALInferenceSetupGlitchProposal (LALInferenceIFOData data, LALInferenceVariables propArgs)
	Setup glitch-related stuff. More...

int	LALInferencePrintProposalTrackingHeader (FILE fp, LALInferenceVariables params)
	Output proposal tracking header to file *fp. More...

void	LALInferencePrintProposalTracking (FILE fp, LALInferenceProposalCycle cycle, LALInferenceVariables theta, LALInferenceVariables theta_prime, REAL8 logPropRatio, INT4 accepted)
	Output proposal tracking information to file *fp. More...

REAL8	LALInferenceEnsembleStretchFull (LALInferenceThreadState thread, LALInferenceVariables cp, LALInferenceVariables *proposedParams)
	Ensemble stretch moves - see http://dx.doi.org/10.2140/camcos.2010.5.65. More...

REAL8	LALInferenceEnsembleStretchIntrinsic (LALInferenceThreadState thread, LALInferenceVariables cp, LALInferenceVariables *pp)

REAL8	LALInferenceEnsembleStretchExtrinsic (LALInferenceThreadState thread, LALInferenceVariables cp, LALInferenceVariables *pp)

REAL8	LALInferenceEnsembleStretchNames (LALInferenceThreadState thread, LALInferenceVariables cpi, LALInferenceVariables ppi, const char *names)

REAL8	LALInferenceEnsembleWalkFull (LALInferenceThreadState thread, LALInferenceVariables cp, LALInferenceVariables *proposedParams)

REAL8	LALInferenceEnsembleWalkIntrinsic (LALInferenceThreadState thread, LALInferenceVariables cp, LALInferenceVariables *pp)

REAL8	LALInferenceEnsembleWalkExtrinsic (LALInferenceThreadState thread, LALInferenceVariables cp, LALInferenceVariables *pp)

REAL8	LALInferenceEnsembleWalkNames (LALInferenceThreadState thread, LALInferenceVariables cpi, LALInferenceVariables ppi, const char *names)

REAL8	LALInferenceSplineCalibrationProposal (LALInferenceThreadState thread, LALInferenceVariables cp, LALInferenceVariables *pp)
	Proposes jumps in the spline calibration parameters, if present. More...

Data Structures
struct	LALInferenceClusteredKDE
	Struct to hold clustered-KDE estimates. More...

Macros
#define	MAX_STRLEN 512

#define	ADAPTSUFFIX "adapt_sigma"

#define	ACCEPTSUFFIX "accepted"

#define	PROPOSEDSUFFIX "proposed"

Variables
const char *const	cycleArrayName

const char *const	cycleArrayLengthName

const char *const	cycleArrayCounterName

const char *const	nullProposalName

const char *const	singleAdaptProposalName

const char *const	singleProposalName

const char *const	orbitalPhaseJumpName

const char *const	covarianceEigenvectorJumpName

const char *const	skyLocWanderJumpName

const char *const	differentialEvolutionFullName

const char *const	differentialEvolutionIntrinsicName

const char *const	differentialEvolutionExtrinsicName

const char *const	ensembleStretchFullName

const char *const	ensembleStretchIntrinsicName

const char *const	ensembleStretchExtrinsicName

const char *const	drawApproxPriorName

const char *const	drawFlatPriorName

const char *const	skyReflectDetPlaneName

const char *const	skyRingProposalName

const char *const	PSDFitJumpName

const char *const	polarizationPhaseJumpName

const char *const	polarizationCorrPhaseJumpName

const char *const	extrinsicParamProposalName

const char *const	frequencyBinJumpName

const char *const	GlitchMorletJumpName

const char *const	GlitchMorletReverseJumpName

const char *const	ensembleWalkFullName

const char *const	ensembleWalkIntrinsicName

const char *const	ensembleWalkExtrinsicName

const char *const	clusteredKDEProposalName

Function Documentation

◆ LALInferenceInitProposal()

LALInferenceProposal * LALInferenceInitProposal	(	LALInferenceProposalFunction	func,
		const char *	name
	)

Creates a new proposal object from the given func pointer and name.

Definition at line 132 of file LALInferenceProposal.c.

◆ LALInferenceRegisterProposal()

void LALInferenceRegisterProposal	(	LALInferenceVariables *	propArgs,
		const char *	name,
		INT4 *	flag,
		ProcessParamsTable *	command_line
	)

Use a default flag and a check of the command-line to set proposal flags in proposal args.

Definition at line 143 of file LALInferenceProposal.c.

◆ LALInferenceAddProposalToCycle()

void LALInferenceAddProposalToCycle	(	LALInferenceProposalCycle *	cycle,
		LALInferenceProposal *	prop,
		INT4	weight
	)

Adds weight copies of the proposal prop to the end of the proposal cycle.

After adding all desired sub-proposals, call LALInferenceRandomizeProposalCycle() to randomize the order of sub-proposal application.

Definition at line 158 of file LALInferenceProposal.c.

◆ LALInferenceRandomizeProposalCycle()

void LALInferenceRandomizeProposalCycle	(	LALInferenceProposalCycle *	cycle,
		gsl_rng *	rng
	)

Randomizes the order of the proposals in the proposal cycle.

Definition at line 189 of file LALInferenceProposal.c.

◆ LALInferenceInitProposalCycle()

LALInferenceProposalCycle * LALInferenceInitProposalCycle ( void )

Create a new proposal cycle.

Definition at line 238 of file LALInferenceProposal.c.

◆ LALInferenceParseProposalArgs()

LALInferenceVariables * LALInferenceParseProposalArgs ( LALInferenceRunState * runState )

Go through all logic for deciding proposals to use.

Definition at line 250 of file LALInferenceProposal.c.

◆ LALInferenceCyclicProposal()

REAL8 LALInferenceCyclicProposal	(	LALInferenceThreadState *	thread,
		LALInferenceVariables *	currentParams,
		LALInferenceVariables *	proposedParams
	)

Proposes a jump from the next proposal in the proposal cycle.

Definition at line 203 of file LALInferenceProposal.c.

◆ LALInferenceDeleteProposalCycle()

void LALInferenceDeleteProposalCycle ( LALInferenceProposalCycle * cycle )

Completely remove the current proposal cycle, freeing the associated memory.

Definition at line 245 of file LALInferenceProposal.c.

◆ LALInferenceSetupDefaultInspiralProposalCycle()

LALInferenceProposalCycle * LALInferenceSetupDefaultInspiralProposalCycle ( LALInferenceVariables * propArgs )

A reasonable default proposal.

Uses adaptation if the –adapt command-line flag active.

Definition at line 481 of file LALInferenceProposal.c.

◆ LALInferenceSingleProposal()

REAL8 LALInferenceSingleProposal	(	LALInferenceThreadState *	thread,
		LALInferenceVariables *	currentParams,
		LALInferenceVariables *	proposedParams
	)

Non-adaptive, sigle-variable update proposal with reasonable widths in each dimension.

Definition at line 671 of file LALInferenceProposal.c.

◆ LALInferenceSingleAdaptProposal()

REAL8 LALInferenceSingleAdaptProposal	(	LALInferenceThreadState *	thread,
		LALInferenceVariables *	currentParams,
		LALInferenceVariables *	proposedParams
	)

Like LALInferenceSingleProposal() but will use adaptation if the –adapt command-line flag given.

Definition at line 596 of file LALInferenceProposal.c.

◆ LALInferencePolarizationPhaseJump()

REAL8 LALInferencePolarizationPhaseJump	(	LALInferenceThreadState *	thread,
		LALInferenceVariables *	currentParams,
		LALInferenceVariables *	proposedParams
	)

Polarization-phase exact degeneracy.

◆ LALInferenceCorrPolarizationPhaseJump()

REAL8 LALInferenceCorrPolarizationPhaseJump	(	LALInferenceThreadState *	thread,
		LALInferenceVariables *	currentParams,
		LALInferenceVariables *	proposedParams
	)

Polarization-phase correlation jump.

Definition at line 2349 of file LALInferenceProposal.c.

◆ LALInferenceCovarianceEigenvectorJump()

REAL8 LALInferenceCovarianceEigenvectorJump	(	LALInferenceThreadState *	thread,
		LALInferenceVariables *	currentParams,
		LALInferenceVariables *	proposedParams
	)

Choose a random covariance matrix eigenvector to jump along.

Definition at line 754 of file LALInferenceProposal.c.

◆ LALInferenceSkyLocWanderJump()

REAL8 LALInferenceSkyLocWanderJump	(	LALInferenceThreadState *	thread,
		LALInferenceVariables *	currentParams,
		LALInferenceVariables *	proposedParams
	)

Jump around by 0.01 radians in angle on the sky.

Definition at line 802 of file LALInferenceProposal.c.

◆ LALInferenceDifferentialEvolutionFull()

REAL8 LALInferenceDifferentialEvolutionFull	(	LALInferenceThreadState *	thread,
		LALInferenceVariables *	currentParams,
		LALInferenceVariables *	proposedParams
	)

Differential evolution, on all non-fixed, non-output parameters.

Definition at line 833 of file LALInferenceProposal.c.

◆ LALInferenceDifferentialEvolutionNames()

REAL8 LALInferenceDifferentialEvolutionNames	(	LALInferenceThreadState *	thread,
		LALInferenceVariables *	currentParams,
		LALInferenceVariables *	proposedParams,
		const char *	names[]
	)

Perform differential evolution on the parameters of the given names (the names array should be terminated by a NULL pointer).

If names == NULL, then perform a LALInferenceDifferentialEvolutionFull() step.

◆ LALInferenceDifferentialEvolutionIntrinsic()

REAL8 LALInferenceDifferentialEvolutionIntrinsic	(	LALInferenceThreadState *	thread,
		LALInferenceVariables *	currentParams,
		LALInferenceVariables *	proposedParams
	)

Perform differential evolution on only the intrinsic parameters.

Definition at line 1143 of file LALInferenceProposal.c.

◆ LALInferenceDifferentialEvolutionExtrinsic()

REAL8 LALInferenceDifferentialEvolutionExtrinsic	(	LALInferenceThreadState *	thread,
		LALInferenceVariables *	currentParams,
		LALInferenceVariables *	proposedParams
	)

Perform a differential evolution step on only the extrinsic parameters.

Definition at line 1150 of file LALInferenceProposal.c.

◆ LALInferenceDrawApproxPrior()

REAL8 LALInferenceDrawApproxPrior	(	LALInferenceThreadState *	thread,
		LALInferenceVariables *	currentParams,
		LALInferenceVariables *	proposedParams
	)

Draws from an approximation to the true prior.

Flat in all variables except for: Mc^(-11/6), flat in cos(co-latitudes), flat in sin(dec), dist^2. WARNING: This seems to break detailed balance for the LALInferenceProposalTest

Definition at line 1260 of file LALInferenceProposal.c.

◆ LALInferenceDrawFlatPrior()

REAL8 LALInferenceDrawFlatPrior	(	LALInferenceThreadState *	thread,
		LALInferenceVariables *	currentParams,
		LALInferenceVariables *	proposedParams
	)

Draws from a flat prior for all variables where are flat prior is specified.

Variables that do not have a flat prior are not moved.

Definition at line 1355 of file LALInferenceProposal.c.

◆ LALInferenceSkyReflectDetPlane()

REAL8 LALInferenceSkyReflectDetPlane	(	LALInferenceThreadState *	thread,
		LALInferenceVariables *	currentParams,
		LALInferenceVariables *	proposedParams
	)

Reflects the sky location through the plane formed by three detectors.

Should only be used when there are exactly three different locations for detectors.

Definition at line 1757 of file LALInferenceProposal.c.

◆ LALInferenceSkyRingProposal()

REAL8 LALInferenceSkyRingProposal	(	LALInferenceThreadState *	thread,
		LALInferenceVariables *	currentParams,
		LALInferenceVariables *	proposedParams
	)

Definition at line 1591 of file LALInferenceProposal.c.

◆ LALInferenceGlitchMorletProposal()

REAL8 LALInferenceGlitchMorletProposal	(	LALInferenceThreadState *	thread,
		LALInferenceVariables *	currentParams,
		LALInferenceVariables *	proposedParams
	)

Definition at line 2013 of file LALInferenceProposal.c.

◆ LALInferenceGlitchMorletReverseJump()

REAL8 LALInferenceGlitchMorletReverseJump	(	LALInferenceThreadState *	thread,
		LALInferenceVariables *	currentParams,
		LALInferenceVariables *	proposedParams
	)

Definition at line 2162 of file LALInferenceProposal.c.

◆ LALInferencePSDFitJump()

REAL8 LALInferencePSDFitJump	(	LALInferenceThreadState *	thread,
		LALInferenceVariables *	currentParams,
		LALInferenceVariables *	proposedParams
	)

Definition at line 1844 of file LALInferenceProposal.c.

◆ LALInferenceExtrinsicParamProposal()

REAL8 LALInferenceExtrinsicParamProposal	(	LALInferenceThreadState *	thread,
		LALInferenceVariables *	currentParams,
		LALInferenceVariables *	proposedParams
	)

Proposal for the extrinsic parameters.

Uses the sky reflection for 3 independent detector locations, then computes the corresponding values of polarisation, inclination and distance for the proposed sky location. See Vivien's thesis for the details of the equations implemented.

Definition at line 2631 of file LALInferenceProposal.c.

◆ LALInferenceFrequencyBinJump()

REAL8 LALInferenceFrequencyBinJump	(	LALInferenceThreadState *	thread,
		LALInferenceVariables *	currentParams,
		LALInferenceVariables *	proposedParams
	)

Proposal to jump in frequency by one frequency bin.

The frequency bin size df must be given as a (fixed) variable in the proposedParams. The frequency parameter is presumed to have the variable name f0.

Definition at line 2390 of file LALInferenceProposal.c.

◆ LALInferenceDistanceLikelihoodProposal()

REAL8 LALInferenceDistanceLikelihoodProposal	(	LALInferenceThreadState *	thread,
		LALInferenceVariables *	currentParams,
		LALInferenceVariables *	proposedParams
	)

Proposal which draws a sample from the distance likelihood function Requires the currentParams to have optimal_snr and matched_filter_snr.

Definition at line 2541 of file LALInferenceProposal.c.

◆ LALInferenceZeroProposalStats()

void LALInferenceZeroProposalStats ( LALInferenceProposalCycle * cycle )

Definition at line 2871 of file LALInferenceProposal.c.

◆ LALInferenceTrackProposalAcceptance()

void LALInferenceTrackProposalAcceptance ( LALInferenceThreadState * thread )

Function for updating proposal acceptance rates if tracking.

Definition at line 2850 of file LALInferenceProposal.c.

◆ LALInferenceUpdateAdaptiveJumps()

void LALInferenceUpdateAdaptiveJumps	(	LALInferenceThreadState *	thread,
		REAL8	targetAcceptance
	)

Helper function to update the adaptive steps after each jump.

Set accepted=1 if accepted, 0 otherwise

Helper function to update the adaptive steps after each jump.

Whether or not a jump was accepted is passed with accepted

Definition at line 2885 of file LALInferenceProposal.c.

◆ LALInferenceSetupClusteredKDEProposalsFromASCII()

void LALInferenceSetupClusteredKDEProposalsFromASCII	(	LALInferenceThreadState *	thread,
		FILE *	input,
		INT4	burnin,
		REAL8	weight,
		INT4	ptmcmc
	)

Setup all clustered-KDE proposals with samples read from file.

Constructed clustered-KDE proposals from all sample lists provided in files given on the command line.

Parameters

thread	The LALInferenceThreadState to get command line options from and to the proposal cycle of.
input	The input file pointer
burnin	The number of burn-in points
weight	The weight?
ptmcmc	Flag to determine if using parallel tempering MCMC

Definition at line 2978 of file LALInferenceProposal.c.

◆ LALInferenceAddClusteredKDEProposalToSet()

void LALInferenceAddClusteredKDEProposalToSet	(	LALInferenceVariables *	propArgs,
		LALInferenceClusteredKDE *	kde
	)

Add a KDE proposal to the KDE proposal set.

If other KDE proposals already exist, the provided KDE is appended to the list, otherwise it is added as the first of such proposals.

Parameters

	propArgs	The proposal arguments to be added to.
[in]	kde	The proposal to be added to thread->cycle.

Definition at line 3214 of file LALInferenceProposal.c.

◆ LALInferenceDestroyClusteredKDEProposal()

void LALInferenceDestroyClusteredKDEProposal ( LALInferenceClusteredKDE * proposal )

Destroy an existing clustered-KDE proposal.

Convenience function for freeing a clustered KDE proposal that already exists. This is particularly useful for a proposal that is updated during a run.

Parameters

proposal The proposal to be destroyed.

Definition at line 3260 of file LALInferenceProposal.c.

◆ LALInferenceSetupClusteredKDEProposalFromDEBuffer()

void LALInferenceSetupClusteredKDEProposalFromDEBuffer ( LALInferenceThreadState * thread )

Setup a clustered-KDE proposal from the differential evolution buffer.

Reads the samples currently in the differential evolution buffer and construct a jump proposal from its clustered kernel density estimate.

Parameters

thread The LALInferenceThreadState to get the buffer from and add the proposal to.

Definition at line 3277 of file LALInferenceProposal.c.

◆ LALInferenceSetupClusteredKDEProposalFromRun()

void LALInferenceSetupClusteredKDEProposalFromRun	(	LALInferenceThreadState *	thread,
		REAL8 *	samples,
		INT4	size,
		INT4	cyclic_reflective,
		INT4	ntrials
	)

Setup a clustered-KDE proposal from the parameters in a run.

Reads the samples currently in the differential evolution buffer and construct a jump proposal from its clustered kernel density estimate.

Parameters

thread	The LALInferenceThreadState to get the buffer from and add the proposal to.
samples	The samples to estimate the distribution of. Column order expected to match the order in thread->currentParams.
size	Number of samples in samples.
cyclic_reflective	Flag to check for cyclic/reflective bounds.
ntrials	Number of tirals at fixed-k to find optimal BIC

Definition at line 3326 of file LALInferenceProposal.c.

◆ LALInferenceClusteredKDEProposal()

REAL8 LALInferenceClusteredKDEProposal	(	LALInferenceThreadState *	thread,
		LALInferenceVariables *	currentParams,
		LALInferenceVariables *	proposedParams
	)

A proposal based on the clustered kernal density estimate of a set of samples.

Proposes samples from the estimated distribution of a collection of points. The distribution is estimated with a clustered kernel density estimator. This proposal is added to the proposal cycle with a specified weight, and in turn chooses at random a KDE-estimate from a linked list.

Parameters

	thread	The current LALInferenceThreadState.
	currentParams	The current parameters.
[out]	proposedParams	The proposed parameters.

Returns: proposal_ratio The (log) proposal ratio for maintaining detailed balance

Definition at line 3369 of file LALInferenceProposal.c.

◆ LALInferenceStoredClusteredKDEProposal()

REAL8 LALInferenceStoredClusteredKDEProposal	(	LALInferenceThreadState *	thread,
		LALInferenceVariables *	currentParams,
		LALInferenceVariables *	proposedParams,
		REAL8 *	propDensity
	)

An interface to the KDE proposal that avoids a KDE evaluation if possible.

If the value of the KDE at the current location is known, use it. Otherwise calculate and return.

Parameters

	thread	The current LALInferenceThreadState.
	currentParams	The current parameters.
[out]	proposedParams	The proposed parameters.
	propDensity	If input is not NULL or >-INFINITY, assume this is the proposal density at currentParams, otherwise calculate. It is then replaced with the proposal density at proposedParams.

Returns: proposal_ratio The (log) proposal ratio for maintaining detailed balance

Definition at line 3391 of file LALInferenceProposal.c.

◆ LALInferenceInitClusteredKDEProposal()

void LALInferenceInitClusteredKDEProposal	(	LALInferenceThreadState *	thread,
		LALInferenceClusteredKDE *	kde,
		REAL8 *	array,
		INT4	nSamps,
		LALInferenceVariables *	params,
		const char *	name,
		REAL8	weight,
		LALInferenceKmeans ()(gsl_matrix , INT4, gsl_rng )	cluster_method,
		INT4	cyclic_reflective,
		INT4	ntrials
	)

Initialize a clustered-KDE proposal.

Estimates the underlying distribution of a set of points with a clustered kernel density estimate and constructs a jump proposal from the estimated distribution.

Parameters

	thread	The current LALInferenceThreadState.
[out]	kde	An empty proposal structure to populate with the clustered-KDE estimate.
[in]	array	The data to estimate the underlying distribution of.
[in]	nSamps	Number of samples contained in array.
[in]	params	The parameters contained in array.
[in]	name	The name of the proposal being constructed.
[in]	weight	The relative weight this proposal is to have against other KDE proposals.
[in]	cluster_method	A pointer to the clustering function to be used.
[in]	cyclic_reflective	Flag to check for cyclic/reflective bounds.
[in]	ntrials	Number of kmeans attempts at fixed k to find optimal BIC.

Definition at line 3097 of file LALInferenceProposal.c.

◆ LALInferenceDumpClusteredKDE()

void LALInferenceDumpClusteredKDE	(	LALInferenceClusteredKDE *	kde,
		char *	outp_name,
		REAL8 *	array
	)

Dump draws from a KDE to file.

Print out the samples used to estimate the distribution, along with their cluster assignments, and the PDF evaluated at each sample.

Parameters

[in]	kde	The clustered KDE to dump the info of.
[in]	outp_name	The name of the output file.
[in]	array	The array of samples used for the KDE (it only stores a whitened version).

Definition at line 3157 of file LALInferenceProposal.c.

◆ LALInferenceDumpClusteredKDEDraws()

void LALInferenceDumpClusteredKDEDraws	(	LALInferenceClusteredKDE *	kde,
		char *	outp_name,
		INT4	nSamps
	)

Dump clustered KDE information to file.

Dump a requested number of draws from a clustered-KDE to file, along with the value of the PDF at each point.

Parameters

[in]	kde	The clustered-KDE proposal to draw from.
[in]	outp_name	The name of the file to write to.
[in]	nSamps	The number of draws to write.

Definition at line 3185 of file LALInferenceProposal.c.

◆ LALInferenceComputeMaxAutoCorrLenFromDE()

void LALInferenceComputeMaxAutoCorrLenFromDE	(	LALInferenceThreadState *	thread,
		INT4 *	maxACL
	)

A wrapper for the KDE proposal that doesn't store KDE evaluations.

Compute the maximum ACL from the differential evolution buffer.

Given the current differential evolution buffer, the maximum one-dimensional autocorrelation length is found.

Parameters

thread	The thread state containing the differential evolution buffer.
maxACL	UNDOCUMENTED

Definition at line 3473 of file LALInferenceProposal.c.

◆ LALInferenceComputeMaxAutoCorrLen()

REAL8 LALInferenceComputeMaxAutoCorrLen	(	REAL8 *	array,
		INT4	nPoints,
		INT4	nPar
	)

Compute the maximum single-parameter autocorrelation length.

Each parameter's ACL is the smallest s such that

1 + 2*ACF(1) + 2*ACF(2) + ... + 2*ACF(M*s) < s,

The parameter M controls the length of the window over which we sum the ACF to estimate the ACL; there must be at least M*ACL samples summed. This ensures that we obtain a reliable estimate of the ACL by incorporating lags that are much longer that the estimated ACL.

The maximum window length is also restricted to be N/K as a safety precaution against relying on data near the extreme of the lags in the ACF, where there is a lot of noise.

By default, safe parameters are M = 5, K = 2.

If no estimate can be obtained, then return Infinity.

Parameters

array	Array with rows containing samples.
nPoints	UNDOCUMENTED
nPar	UNDOCUMENTED

Returns: The maximum one-dimensional autocorrelation length

Definition at line 3529 of file LALInferenceProposal.c.

◆ LALInferenceUpdateMaxAutoCorrLen()

void LALInferenceUpdateMaxAutoCorrLen ( LALInferenceThreadState * thread )

Update the estimatate of the autocorrelation length.

Parameters

thread The current LALInferenceThreadState.

Definition at line 3580 of file LALInferenceProposal.c.

◆ LALInferenceComputeEffectiveSampleSize()

INT4 LALInferenceComputeEffectiveSampleSize ( LALInferenceThreadState * thread )

Determine the effective sample size based on the DE buffer.

Compute the number of independent samples in the differential evolution buffer.

Parameters

thread The current LALInferenceThreadState.

Definition at line 3596 of file LALInferenceProposal.c.

◆ LALInferenceSetupAdaptiveProposals()

void LALInferenceSetupAdaptiveProposals	(	LALInferenceVariables *	propArgs,
		LALInferenceVariables *	params
	)

Helper function to setup the adaptive step proposals before the run.

Should be called when state->currentParams is already filled with an initial sample

Definition at line 2792 of file LALInferenceProposal.c.

◆ LALInferenceSetupGlitchProposal()

void LALInferenceSetupGlitchProposal	(	LALInferenceIFOData *	data,
		LALInferenceVariables *	propArgs
	)

Setup glitch-related stuff.

Definition at line 2748 of file LALInferenceProposal.c.

◆ LALInferencePrintProposalTrackingHeader()

int LALInferencePrintProposalTrackingHeader	(	FILE *	fp,
		LALInferenceVariables *	params
	)

Output proposal tracking header to file *fp.

Definition at line 3611 of file LALInferenceProposal.c.

◆ LALInferencePrintProposalTracking()

void LALInferencePrintProposalTracking	(	FILE *	fp,
		LALInferenceProposalCycle *	cycle,
		LALInferenceVariables *	theta,
		LALInferenceVariables *	theta_prime,
		REAL8	logPropRatio,
		INT4	accepted
	)

Output proposal tracking information to file *fp.

Definition at line 3620 of file LALInferenceProposal.c.

◆ LALInferenceEnsembleStretchFull()

REAL8 LALInferenceEnsembleStretchFull	(	LALInferenceThreadState *	thread,
		LALInferenceVariables *	cp,
		LALInferenceVariables *	proposedParams
	)

Ensemble stretch moves - see http://dx.doi.org/10.2140/camcos.2010.5.65.

Definition at line 839 of file LALInferenceProposal.c.

◆ LALInferenceEnsembleStretchIntrinsic()

REAL8 LALInferenceEnsembleStretchIntrinsic	(	LALInferenceThreadState *	thread,
		LALInferenceVariables *	cp,
		LALInferenceVariables *	pp
	)

Definition at line 846 of file LALInferenceProposal.c.

◆ LALInferenceEnsembleStretchExtrinsic()

REAL8 LALInferenceEnsembleStretchExtrinsic	(	LALInferenceThreadState *	thread,
		LALInferenceVariables *	cp,
		LALInferenceVariables *	pp
	)

Definition at line 854 of file LALInferenceProposal.c.

◆ LALInferenceEnsembleStretchNames()

REAL8 LALInferenceEnsembleStretchNames	(	LALInferenceThreadState *	thread,
		LALInferenceVariables *	cpi,
		LALInferenceVariables *	ppi,
		const char **	names
	)

Definition at line 867 of file LALInferenceProposal.c.

◆ LALInferenceEnsembleWalkFull()

REAL8 LALInferenceEnsembleWalkFull	(	LALInferenceThreadState *	thread,
		LALInferenceVariables *	cp,
		LALInferenceVariables *	proposedParams
	)

Definition at line 958 of file LALInferenceProposal.c.

◆ LALInferenceEnsembleWalkIntrinsic()

REAL8 LALInferenceEnsembleWalkIntrinsic	(	LALInferenceThreadState *	thread,
		LALInferenceVariables *	cp,
		LALInferenceVariables *	pp
	)

Definition at line 965 of file LALInferenceProposal.c.

◆ LALInferenceEnsembleWalkExtrinsic()

REAL8 LALInferenceEnsembleWalkExtrinsic	(	LALInferenceThreadState *	thread,
		LALInferenceVariables *	cp,
		LALInferenceVariables *	pp
	)

Definition at line 973 of file LALInferenceProposal.c.

◆ LALInferenceEnsembleWalkNames()

REAL8 LALInferenceEnsembleWalkNames	(	LALInferenceThreadState *	thread,
		LALInferenceVariables *	cpi,
		LALInferenceVariables *	ppi,
		const char **	names
	)

Definition at line 980 of file LALInferenceProposal.c.

◆ LALInferenceSplineCalibrationProposal()

REAL8 LALInferenceSplineCalibrationProposal	(	LALInferenceThreadState *	thread,
		LALInferenceVariables *	cp,
		LALInferenceVariables *	pp
	)

Proposes jumps in the spline calibration parameters, if present.

Definition at line 3630 of file LALInferenceProposal.c.

Macro Definition Documentation

◆ MAX_STRLEN

#define MAX_STRLEN 512

Definition at line 88 of file LALInferenceProposal.h.

◆ ADAPTSUFFIX

#define ADAPTSUFFIX "adapt_sigma"

Definition at line 89 of file LALInferenceProposal.h.

◆ ACCEPTSUFFIX

#define ACCEPTSUFFIX "accepted"

Definition at line 90 of file LALInferenceProposal.h.

◆ PROPOSEDSUFFIX

#define PROPOSEDSUFFIX "proposed"

Definition at line 91 of file LALInferenceProposal.h.

Variable Documentation

◆ cycleArrayName

const char* const cycleArrayName

extern

Definition at line 62 of file LALInferenceProposal.c.

◆ cycleArrayLengthName

const char* const cycleArrayLengthName

extern

Definition at line 63 of file LALInferenceProposal.c.

◆ cycleArrayCounterName

const char* const cycleArrayCounterName

extern

Definition at line 64 of file LALInferenceProposal.c.

◆ nullProposalName

const char* const nullProposalName

extern

Definition at line 67 of file LALInferenceProposal.c.

◆ singleAdaptProposalName

const char* const singleAdaptProposalName

extern

Definition at line 68 of file LALInferenceProposal.c.

◆ singleProposalName

const char* const singleProposalName

extern

Definition at line 69 of file LALInferenceProposal.c.

◆ orbitalPhaseJumpName

const char* const orbitalPhaseJumpName

extern

Definition at line 70 of file LALInferenceProposal.c.

◆ covarianceEigenvectorJumpName

const char* const covarianceEigenvectorJumpName

extern

Definition at line 71 of file LALInferenceProposal.c.

◆ skyLocWanderJumpName

const char* const skyLocWanderJumpName

extern

Definition at line 72 of file LALInferenceProposal.c.

◆ differentialEvolutionFullName

const char* const differentialEvolutionFullName

extern

Definition at line 73 of file LALInferenceProposal.c.

◆ differentialEvolutionIntrinsicName

const char* const differentialEvolutionIntrinsicName

extern

Definition at line 74 of file LALInferenceProposal.c.

◆ differentialEvolutionExtrinsicName

const char* const differentialEvolutionExtrinsicName

extern

Definition at line 75 of file LALInferenceProposal.c.

◆ ensembleStretchFullName

const char* const ensembleStretchFullName

extern

Definition at line 76 of file LALInferenceProposal.c.

◆ ensembleStretchIntrinsicName

const char* const ensembleStretchIntrinsicName

extern

Definition at line 77 of file LALInferenceProposal.c.

◆ ensembleStretchExtrinsicName

const char* const ensembleStretchExtrinsicName

extern

Definition at line 78 of file LALInferenceProposal.c.

◆ drawApproxPriorName

const char* const drawApproxPriorName

extern

Definition at line 79 of file LALInferenceProposal.c.

◆ drawFlatPriorName

const char* const drawFlatPriorName

extern

Definition at line 80 of file LALInferenceProposal.c.

◆ skyReflectDetPlaneName

const char* const skyReflectDetPlaneName

extern

Definition at line 81 of file LALInferenceProposal.c.

◆ skyRingProposalName

const char* const skyRingProposalName

extern

Definition at line 82 of file LALInferenceProposal.c.

◆ PSDFitJumpName

const char* const PSDFitJumpName

extern

Definition at line 83 of file LALInferenceProposal.c.

◆ polarizationPhaseJumpName

const char* const polarizationPhaseJumpName

extern

Definition at line 84 of file LALInferenceProposal.c.

◆ polarizationCorrPhaseJumpName

const char* const polarizationCorrPhaseJumpName

extern

Definition at line 85 of file LALInferenceProposal.c.

◆ extrinsicParamProposalName

const char* const extrinsicParamProposalName

extern

Definition at line 86 of file LALInferenceProposal.c.

◆ frequencyBinJumpName

const char* const frequencyBinJumpName

extern

Definition at line 87 of file LALInferenceProposal.c.

◆ GlitchMorletJumpName

const char* const GlitchMorletJumpName

extern

Definition at line 88 of file LALInferenceProposal.c.

◆ GlitchMorletReverseJumpName

const char* const GlitchMorletReverseJumpName

extern

Definition at line 89 of file LALInferenceProposal.c.

◆ ensembleWalkFullName

const char* const ensembleWalkFullName

extern

Definition at line 90 of file LALInferenceProposal.c.

◆ ensembleWalkIntrinsicName

const char* const ensembleWalkIntrinsicName

extern

Definition at line 91 of file LALInferenceProposal.c.

◆ ensembleWalkExtrinsicName

const char* const ensembleWalkExtrinsicName

extern

Definition at line 92 of file LALInferenceProposal.c.

◆ clusteredKDEProposalName

const char* const clusteredKDEProposalName

extern

Definition at line 93 of file LALInferenceProposal.c.

Detailed Description

Prototypes

Data Structures

Macros

Variables

Function Documentation

◆ LALInferenceInitProposal()

◆ LALInferenceRegisterProposal()

◆ LALInferenceAddProposalToCycle()

◆ LALInferenceRandomizeProposalCycle()

◆ LALInferenceInitProposalCycle()

◆ LALInferenceParseProposalArgs()

◆ LALInferenceCyclicProposal()

◆ LALInferenceDeleteProposalCycle()

◆ LALInferenceSetupDefaultInspiralProposalCycle()

◆ LALInferenceSingleProposal()

◆ LALInferenceSingleAdaptProposal()

◆ LALInferencePolarizationPhaseJump()

◆ LALInferenceCorrPolarizationPhaseJump()

◆ LALInferenceCovarianceEigenvectorJump()

◆ LALInferenceSkyLocWanderJump()

◆ LALInferenceDifferentialEvolutionFull()

◆ LALInferenceDifferentialEvolutionNames()

◆ LALInferenceDifferentialEvolutionIntrinsic()

◆ LALInferenceDifferentialEvolutionExtrinsic()

◆ LALInferenceDrawApproxPrior()

◆ LALInferenceDrawFlatPrior()

◆ LALInferenceSkyReflectDetPlane()

◆ LALInferenceSkyRingProposal()

◆ LALInferenceGlitchMorletProposal()

◆ LALInferenceGlitchMorletReverseJump()

◆ LALInferencePSDFitJump()

◆ LALInferenceExtrinsicParamProposal()

◆ LALInferenceFrequencyBinJump()

◆ LALInferenceDistanceLikelihoodProposal()

◆ LALInferenceZeroProposalStats()

◆ LALInferenceTrackProposalAcceptance()

◆ LALInferenceUpdateAdaptiveJumps()

◆ LALInferenceSetupClusteredKDEProposalsFromASCII()

◆ LALInferenceAddClusteredKDEProposalToSet()

◆ LALInferenceDestroyClusteredKDEProposal()

◆ LALInferenceSetupClusteredKDEProposalFromDEBuffer()

◆ LALInferenceSetupClusteredKDEProposalFromRun()

◆ LALInferenceClusteredKDEProposal()

◆ LALInferenceStoredClusteredKDEProposal()

◆ LALInferenceInitClusteredKDEProposal()

◆ LALInferenceDumpClusteredKDE()

◆ LALInferenceDumpClusteredKDEDraws()

◆ LALInferenceComputeMaxAutoCorrLenFromDE()

◆ LALInferenceComputeMaxAutoCorrLen()

◆ LALInferenceUpdateMaxAutoCorrLen()

◆ LALInferenceComputeEffectiveSampleSize()

◆ LALInferenceSetupAdaptiveProposals()

◆ LALInferenceSetupGlitchProposal()

◆ LALInferencePrintProposalTrackingHeader()

◆ LALInferencePrintProposalTracking()

◆ LALInferenceEnsembleStretchFull()

◆ LALInferenceEnsembleStretchIntrinsic()

◆ LALInferenceEnsembleStretchExtrinsic()

◆ LALInferenceEnsembleStretchNames()

◆ LALInferenceEnsembleWalkFull()

◆ LALInferenceEnsembleWalkIntrinsic()

◆ LALInferenceEnsembleWalkExtrinsic()

◆ LALInferenceEnsembleWalkNames()

◆ LALInferenceSplineCalibrationProposal()

Macro Definition Documentation

◆ MAX_STRLEN

◆ ADAPTSUFFIX

◆ ACCEPTSUFFIX

◆ PROPOSEDSUFFIX

Variable Documentation

◆ cycleArrayName

◆ cycleArrayLengthName

◆ cycleArrayCounterName

◆ nullProposalName

◆ singleAdaptProposalName

◆ singleProposalName

◆ orbitalPhaseJumpName

◆ covarianceEigenvectorJumpName

◆ skyLocWanderJumpName