//----------------------------------------------------------------------
// for use by fast_draw. logposterior = log(p0 * p1), where p0 is
// the prior times a fraction alpha_ of the likelihood. The
// likelihood assumes that n_ and the cholesky factor of sumsq_ have
// been precomputed.
double SepStratSampler::logp0(const Spd & Sigma, double alpha)const{
Chol L(Sigma);
if(!L.is_pos_def()) return BOOM::negative_infinity();
double ans = logprior(Sigma);
if(ans == BOOM::negative_infinity()) return ans;
ans += -.5 * (n_ * alpha * L.logdet()
+ L.solve(sqrt(alpha) * sumsq_upper_chol_.t()).sumsq());
return ans;
}
//----------------------------------------------------------------------
// log of the prior distribution at the model's current value of Sigma
double SepStratSampler::logpri()const{
return logprior(mod_->Sigma());
}
T_ensemble_list ptsample_pl(T_prior&& logprior,
T_likelihood&& loglikelihood,
const T_ensemble_list& ensemble_list,
T_rng&& rng,
const T_beta_list& beta_list,
bool perform_swap,
size_t nthread_allowed=1,
typename std::result_of<T_prior(typename element_type_trait<typename element_type_trait<T_ensemble_list>::element_type>::element_type)>::type a=2)
{
using T=typename std::result_of<T_prior(typename element_type_trait<typename element_type_trait<T_ensemble_list>::element_type>::element_type)>::type;
using T_var=typename element_type_trait<typename element_type_trait<T_ensemble_list>::element_type>::element_type;
auto new_ensemble_list=clone(ensemble_list);
size_t ntemp=get_size(ensemble_list);
size_t nwalker=get_size(get_element(ensemble_list,0));
if(perform_swap)
{
/*
for(size_t i=0;i<ntemp;++i)
{
shuffle(get_element(new_ensemble_list,i),rng);
}
*/
for(size_t i=0;i<ntemp-1;++i)
{
T beta1=beta_list[i];
T beta2=beta_list[i+1];
if(beta1==beta2)
{
mcmc_exception e("beta list should not contain duplicated elements");
throw e;
}
for(size_t j=0;j<nwalker;++j)
{
auto var1=as<T_var>(get_element(get_element(new_ensemble_list,i),j));
auto var2=as<T_var>(get_element(get_element(new_ensemble_list,i+1),j));
T ep=exchange_prob([&logprior,&loglikelihood](const T_var& x){return logprior(x)+loglikelihood(x);},var1,var2,beta1,beta2);
if(urng<T>(rng)<ep)
{
auto temp=clone<T_var>(get_element(get_element(new_ensemble_list,i),j));
set_element(get_element(new_ensemble_list,i),j,
get_element(get_element(new_ensemble_list,i+1),j));
set_element(get_element(new_ensemble_list,i+1),j,temp);
}
}
}
}
for(size_t i=0;i<ntemp;++i)
{
T beta=get_element(beta_list,i);
set_element(new_ensemble_list,i,ensemble_sample([&logprior,&loglikelihood,beta](const T_var& x){
T lp=logprior(x);
T ll=loglikelihood(x);
if(std::isinf(lp)||std::isinf(ll))
{
return lp;
}
return lp+ll*beta;
},get_element(new_ensemble_list,i),rng,nthread_allowed,a));
}
return new_ensemble_list;
}
