rosenbrock_mcmc_sampling.cpp File Reference
Samples a 2D Rosenbrock function. More...
#include "likelihood.h"#include "sampler_differential_evolution_deo_tempered_MCMC.h"#include "sampler_differential_evolution_tempered_MCMC.h"#include <mpi.h>#include <memory>#include <string>
Include dependency graph for rosenbrock_mcmc_sampling.cpp:
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| int | main (int argc, char *argv[]) |
Detailed Description
- Date
- Feb 2020
Testing the ability of the sampler to sample likelihood distributions with long tails and unisotropic gradients. The natural logarithm of the likelihood is given by:
\(\log{(L(\mathbf{x}))} = -100*(y-x^2)^2)+(1-x)^2)\)
Using the output chain file the marginalized distributions are calculated and plotted:
Marginalized posterior probabilty distribution