base_mcmc_sampling.cpp File Reference

Test problem for the Affine invariant parallel tempered MCMC sampling. More...

#include "likelihood.h"
#include "sampler_affine_invariant_tempered_MCMC.h"
#include "sampler_differential_evolution_tempered_MCMC.h"
#include <mpi.h>
#include <memory>
#include <string>

Include dependency graph for base_mcmc_sampling.cpp:

Functions
int	main (int argc, char *argv[])

Detailed Description

Author

Mansour Karami

Date

May 2017

This is a simple and fast test problem for the Affine invariant parallel tempered MCMC sampling routine. It samples a two diemntional gaussian likelihood with flat priors. The test produces a MCMC chain file, a likelihood file and a chi-squared file. It also produces checkpoints along the run.

Test:

Check the sampler on a gaussian likelihood