stateline::MCMCSettings Struct Reference

Settings for Markov Chain Monte Carlo simulations. More...

#include <settings.hpp>

Public Attributes
uint	chains
	The number of chains per stack.
uint	stacks
	The number of stacks used in the simulation.
uint	wallTime
	Maximum time the simulation should run for.
uint	swapInterval
	The number of samples between swap attempts.
uint	adaptionLength
	The number of samples from the beginning.
uint	cacheLength
	The number of samples kept in memory. The MCMC uses a sliding buffer which flushes to disk old samples when the cache is full.
double	initialSigmaFactor
	The initial proposal width factor. Initially, the proposal width of a chain will be initialSigmaFactor times the proposal width of the chain below (colder) than it.
double	proposalInitialSigma
	The initial proposal width of the coldest chains.
double	proposalMinFactor
	The minimum proposal adaption factor allowed. This controls how much the proposal width can change in one adaption step.
double	proposalMaxFactor
	The maximum proposal adaption factor allowed. This controls how much the proposal width can change in one adaption step.
double	proposalOptimalAccept
	The optimal acceptance rate for any of the chains.
double	proposalAdaptRate
	The rate at which the proposal width changes when it adapts.
uint	proposalAdaptInterval
	The number of samples between each attempt to adapt the proposal width.
double	betaOptimalSwapRate
	The optimal swap rate for any of the chains.
double	betaAdaptRate
	The rate at which the inverse temperature changes when it adapts.
double	betaMinFactor
	The minimum beta adaption factor allowed. This controls how much the temperature can change in one adaption step.
double	betaMaxFactor
	The minimum beta adaption factor allowed. This controls how much the temperature can change in one adaption step.
uint	betaAdaptInterval
	The number of samples between each attempt to adapt the temperature.
double	initialTempFactor
	The initial temperature ladder factor.

Detailed Description

Settings for Markov Chain Monte Carlo simulations.

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The documentation for this struct was generated from the following file:

• /home/lb/code/GDF/src/comms/settings.hpp