Profiles Module
Nested modules
| Modules | Description |
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Functions and values
| Function or value |
Description
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Full Usage:
mcmc maxIter log results iter
Parameters:
int<MeasureProduct<iteration, MeasureOne>>
log : LogEvent -> unit
results : Solution list
iter : int<MeasureProduct<iteration, MeasureOne>>
Returns: OptimStopReason
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Ends an MCMC chain when the chain is well-behaved (i.e. acceptance rate 0.15 - 0.5, and not stuck) and it is stationary (as measured by windowed squared jump distance on recent 200-iteration windows). The chain will also be abandoned if `maxIter` iterations are reached.
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Full Usage:
mcmcTuningStep maxIter log results iter
Parameters:
int<MeasureProduct<iteration, MeasureOne>>
log : LogEvent -> unit
results : Solution list
iter : int<MeasureProduct<iteration, MeasureOne>>
Returns: OptimStopReason
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Ends the tuning stages of an MCMC algorithm when the chain appears to be well mixed, or a maximum iteration count is reached. Mixing is defined by not being stuck, and the acceptance rate has stabilised in the range 0.15 - 0.5.
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bristlecone