Esempio n. 1
0
// 'demographicPara' is a 1x6 matrix.
double MaxPosterior::computeJointDensity_MPI_overSubSample(Eigen::MatrixXd demographicPara, IM im, popTree* poptree, Chain coldCh, unsigned int nProcs, unsigned int crr_procID)
{
  // REMOVE
  //if(crr_procID == 0)
  //  std::cout << "\n In MaxPosterior::computeJointDensity_MPI_overSubSample\n";

  poptree->replacePara(demographicPara);

 
  coldCh.compute_partialJointPosteriorDensity_overSubSample(poptree, im, crr_procID, nProcs);
  std::vector<long double> expectationOfEachCoalProb = coldCh.get_expectationOfCoalProb();
  unsigned int nloci = coldCh.GetNumLoci();
  double posterior = 1;
  if(nloci != expectationOfEachCoalProb.size())
    {
      std::cout << "** Error In MaxPosterior::computeJointDensity_MPI_overSubSample() **\n";
      std::cout << "nloci = " << nloci 
		<< " expectationOfEachCoalProb.size() = " << expectationOfEachCoalProb.size() <<"\n\n";
    }
  for(unsigned int lc=0; lc< nloci; lc++)
    {
      double each_local = expectationOfEachCoalProb.at(lc);
      double each_global =0;
      MPI::COMM_WORLD.Barrier();
      MPI::COMM_WORLD.Allreduce(&each_local, &each_global, 1, MPI_DOUBLE, MPI_SUM);
      MPI::COMM_WORLD.Barrier();
      if(crr_procID ==0)
	{
	  posterior *=each_global;
	}
      MPI::COMM_WORLD.Barrier();
      
    }

  if(crr_procID ==0)
    {	
      Eigen::Vector3d paraMax = im.get_paraMax();
      double priorPopTree = poptree->computeJointPrior(paraMax);
      posterior *=priorPopTree;
    }

  if(crr_procID ==0)
    {
      totalComputingTime_eigen += coldCh.get_eachComputingTime_eigen();
      totalComputingTime_condiProb += coldCh.get_eachComputingTime_condiProb();
      totalNum_eigenFunctionCalls++;
      totalNum_condiProbFunctionCalls += coldCh.get_countCondiProbFunctionCalls();
      // std::cout << "totalComputingTime_eigen = " << totalComputingTime_eigen.count()/1000 << "milliseconds\n";
    }
 

  return posterior;
}
Esempio n. 2
0
// 3/16/2016
// 'demographicPara' is a 1x6 matrix.
long double MaxPosterior::computeLogJointDensity_MPI_overSubLoci_ESS(Eigen::MatrixXd demographicPara, IM im, popTree* poptree, Chain coldCh, unsigned int nProcs, unsigned int crr_procID)
{
  // REMOVE
  // if(crr_procID == 0)
  //  std::cout << "\n In MaxPosterior::computeJointDensity_MPI_overSubSample\n";

  poptree->replacePara(demographicPara);

  coldCh.compute_partialJointPosteriorDensity_overSubLoci_ESS(poptree, im, crr_procID, nProcs);
  std::vector<long double> logExpectationOfEachCoalProb = coldCh.get_logExpectationOfCoalProb();
  std::vector<long double> logExpectationOfEachCoalProbSquared = coldCh.get_logExpectationOfCoalProbSquared();
  unsigned int numSubLoci = coldCh.getNumSubLoci();

  long double posterior = 1;
  long double posteriorSquared = 1;
  if(numSubLoci != logExpectationOfEachCoalProb.size())
    {
      std::cout << "** Error In MaxPosterior::computeJointDensity_MPI_overSubSample() **\n";
      std::cout << "numSubLoci = " << numSubLoci 
		<< " expectationOfEachCoalProb.size() = " << logExpectationOfEachCoalProb.size() <<"\n\n";
    }
  long double local_logPosterior_subLoci =0;
  // long double local_logPosteriorSquared_subLoci =0;
  long double local_sumESS =0;
  long double global_logPosterior = 0;
  // long double global_logPosteriorSquared = 0;
  long double global_sumESS =0;
  for(unsigned int lc=0; lc< numSubLoci; lc++)
    {
      local_logPosterior_subLoci += logExpectationOfEachCoalProb.at(lc);
      local_sumESS += coldCh.GetNumIterations()*exp(2*logExpectationOfEachCoalProb.at(lc)-logExpectationOfEachCoalProbSquared.at(lc)); 
      // local_logPosteriorSquared_subLoci += logExpectationOfEachCoalProbSquared.at(lc);
      // std::cout<<"crrProcID="<<crr_procID<< "lc = " << lc <<" local_logPosterior_subLoci = "<< local_logPosterior_subLoci 
      //	       <<" local_logPosteriorSquared_subLoci = "<< local_logPosteriorSquared_subLoci <<"\n";
      //std::cout <<"crrProcID="<<crr_procID<< " lc = " << lc <<" nMCMC="<<coldCh.GetNumIterations()
      //		<< " each ESS= "<< coldCh.GetNumIterations()*exp(2*logExpectationOfEachCoalProb.at(lc)-logExpectationOfEachCoalProbSquared.at(lc)) <<"\n";
    }
  
  MPI::COMM_WORLD.Barrier();
  MPI::COMM_WORLD.Allreduce(&local_logPosterior_subLoci, &global_logPosterior, 1, MPI_LONG_DOUBLE, MPI_SUM);
  MPI::COMM_WORLD.Barrier();
  MPI::COMM_WORLD.Allreduce(&local_sumESS, &global_sumESS, 1, MPI_LONG_DOUBLE, MPI_SUM);
  // MPI::COMM_WORLD.Allreduce(&local_logPosteriorSquared_subLoci, &global_logPosteriorSquared, 1, MPI_LONG_DOUBLE, MPI_SUM);
  MPI::COMM_WORLD.Barrier();
  
  long double logPosterior = 0;
  long double ESS = 0;
  if(crr_procID ==0)
    {	
      Eigen::Vector3d paraMax = im.get_paraMax();
      double priorPopTree = poptree->computeJointPrior(paraMax);
      //posterior = exp(global_logPosterior+log(priorPopTree));
      logPosterior = global_logPosterior +log(priorPopTree);
      ESS = global_sumESS/coldCh.GetNumLoci();
      // ESS = coldCh.GetNumIterations()*exp(2*global_logPosterior - global_logPosteriorSquared);
	// ESS = n(\bar w)^2 / \bar w^2
      /*
      std::cout << "coldCh.GetNumIterations()=" <<coldCh.GetNumIterations()
	       <<" global_logPosterior = " << global_logPosterior
	       <<"  global_logPosteriorSquared="<< global_logPosteriorSquared<<"\n";
      */
      std::cout << "Average effective sample size (ESS) of the importance sampling is "<< ESS 
		<< "(<"<<coldCh.GetNumIterations() << ", "<<ESS/coldCh.GetNumIterations()*100 <<"%).\n";
      // std::cout << "Effective sample size of the importance sampling (product of sum, log) is "<< coldCh.GetNumLoci()*log(coldCh.GetNumIterations())+2*global_logPosterior - global_logPosteriorSquared <<".\n";
    }
  
  if(crr_procID ==0)
    {
      totalComputingTime_eigen += coldCh.get_eachComputingTime_eigen();
      totalComputingTime_condiProb += coldCh.get_eachComputingTime_condiProb();
      totalNum_eigenFunctionCalls++;
      totalNum_condiProbFunctionCalls += coldCh.get_countCondiProbFunctionCalls();
      // std::cout << "totalComputingTime_eigen = " << totalComputingTime_eigen.count()/1000 << "milliseconds\n";
    }
  
  // std::cout << "crr_procID=" << crr_procID << " logPosterior = " << logPosterior <<"\n";   
  
  return logPosterior;
}