// '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; }
// 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; }