griewank_mcmc_sampling.cpp File Reference
Samples a N-dimensional Griewank function. More...
#include "likelihood.h"#include "sampler_differential_evolution_tempered_MCMC.h"#include "sampler_differential_evolution_deo_tempered_MCMC.h"#include <mpi.h>#include <memory>#include <string>
Include dependency graph for griewank_mcmc_sampling.cpp:
Functions | |
| int | main (int argc, char *argv[]) |
Detailed Description
- Date
- Feb 2020
Testing the ability of the sampler to sample multi-peaked likelihood distributions with long tails. The natural logarithm of the likelihood is given by:
\(\log{(L(\mathbf{x}))} = 1 + 1/4000 \sum_{i=1}^n x_i^2 - \Pi_{i=1}^n cos(x_i/sqrt{i}) \)
Using the output chain file the marginalized distributions are calculated and plotted:
Marginalized posterior probabilty distribution