def main():
numTrials = 500
n=200
Sigma1 = eye(2)
Sigma1[0, 0] = 30.0
Sigma1[1, 1] = 1.0
theta = - pi / 4
U = MatrixTools.rotation_matrix(theta)
Sigma1 = U.T.dot(Sigma1).dot(U)
print Sigma1
gaussian1 = Gaussian(Sigma=Sigma1)
gaussian2 = Gaussian(mu=array([1., 0.]), Sigma=Sigma1)
oracle_samples1 = gaussian1.sample(n=n).samples
oracle_samples2 = gaussian2.sample(n=n).samples
print 'mean1:', mean(oracle_samples1,0)
print 'mean2:', mean(oracle_samples2,0)
plot(oracle_samples1[:,0],oracle_samples1[:,1],'b*')
plot(oracle_samples2[:,0],oracle_samples2[:,1],'r*')
show()
distribution1 = GaussianFullConditionals(gaussian1, list(gaussian1.mu))
distribution2 = GaussianFullConditionals(gaussian2, list(gaussian2.mu))
H0_samples = zeros(numTrials)
HA_samples = zeros(numTrials)
mcmc_sampler1 = Gibbs(distribution1)
mcmc_sampler2 = Gibbs(distribution2)
burnin = 9000
thin = 5
start = zeros(2)
mcmc_params = MCMCParams(start=start, num_iterations=burnin+thin*n, burnin=burnin)
sigma = GaussianKernel.get_sigma_median_heuristic(concatenate((oracle_samples1,oracle_samples2),axis=0))
print 'using bandwidth: ', sigma
kernel = GaussianKernel(sigma=sigma)
for ii in arange(numTrials):
start =time.time()
print 'trial:', ii
oracle_samples1 = gaussian1.sample(n=n).samples
oracle_samples1a = gaussian1.sample(n=n).samples
oracle_samples2 = gaussian2.sample(n=n).samples
# chain1 = MCMCChain(mcmc_sampler1, mcmc_params)
# chain1.run()
# gibbs_samples1 = chain1.get_samples_after_burnin()
# gibbs_samples1 = gibbs_samples1[thin*arange(n)]
#
# chain1a = MCMCChain(mcmc_sampler1, mcmc_params)
# chain1a.run()
# gibbs_samples1a = chain1a.get_samples_after_burnin()
# gibbs_samples1a = gibbs_samples1a[thin*arange(n)]
#
# chain2 = MCMCChain(mcmc_sampler2, mcmc_params)
# chain2.run()
# gibbs_samples2 = chain2.get_samples_after_burnin()
# gibbs_samples2 = gibbs_samples2[thin*arange(n)]
# H0_samples[ii]=kernel.estimateMMD(gibbs_samples1,gibbs_samples1a)
# HA_samples[ii]=kernel.estimateMMD(gibbs_samples1,gibbs_samples2)
#
H0_samples[ii]=kernel.estimateMMD(oracle_samples1,oracle_samples1a)
HA_samples[ii]=kernel.estimateMMD(oracle_samples1,oracle_samples2)
end=time.time()
print 'time elapsed: ', end-start
f = open("/home/dino/git/mmdIIDTrueSamples.dat", "w")
dump(H0_samples, f)
dump(HA_samples, f)
dump(gaussian1, f)
dump(gaussian2, f)
f.close()
return None
def main():
numTrials = 500
n = 200
Sigma1 = eye(2)
Sigma1[0, 0] = 30.0
Sigma1[1, 1] = 1.0
theta = -pi / 4
U = MatrixTools.rotation_matrix(theta)
Sigma1 = U.T.dot(Sigma1).dot(U)
print Sigma1
gaussian1 = Gaussian(Sigma=Sigma1)
gaussian2 = Gaussian(mu=array([1., 0.]), Sigma=Sigma1)
oracle_samples1 = gaussian1.sample(n=n).samples
oracle_samples2 = gaussian2.sample(n=n).samples
print 'mean1:', mean(oracle_samples1, 0)
print 'mean2:', mean(oracle_samples2, 0)
plot(oracle_samples1[:, 0], oracle_samples1[:, 1], 'b*')
plot(oracle_samples2[:, 0], oracle_samples2[:, 1], 'r*')
show()
distribution1 = GaussianFullConditionals(gaussian1, list(gaussian1.mu))
distribution2 = GaussianFullConditionals(gaussian2, list(gaussian2.mu))
H0_samples = zeros(numTrials)
HA_samples = zeros(numTrials)
mcmc_sampler1 = Gibbs(distribution1)
mcmc_sampler2 = Gibbs(distribution2)
burnin = 9000
thin = 5
start = zeros(2)
mcmc_params = MCMCParams(start=start,
num_iterations=burnin + thin * n,
burnin=burnin)
sigma = GaussianKernel.get_sigma_median_heuristic(
concatenate((oracle_samples1, oracle_samples2), axis=0))
print 'using bandwidth: ', sigma
kernel = GaussianKernel(sigma=sigma)
for ii in arange(numTrials):
start = time.time()
print 'trial:', ii
oracle_samples1 = gaussian1.sample(n=n).samples
oracle_samples1a = gaussian1.sample(n=n).samples
oracle_samples2 = gaussian2.sample(n=n).samples
# chain1 = MCMCChain(mcmc_sampler1, mcmc_params)
# chain1.run()
# gibbs_samples1 = chain1.get_samples_after_burnin()
# gibbs_samples1 = gibbs_samples1[thin*arange(n)]
#
# chain1a = MCMCChain(mcmc_sampler1, mcmc_params)
# chain1a.run()
# gibbs_samples1a = chain1a.get_samples_after_burnin()
# gibbs_samples1a = gibbs_samples1a[thin*arange(n)]
#
# chain2 = MCMCChain(mcmc_sampler2, mcmc_params)
# chain2.run()
# gibbs_samples2 = chain2.get_samples_after_burnin()
# gibbs_samples2 = gibbs_samples2[thin*arange(n)]
# H0_samples[ii]=kernel.estimateMMD(gibbs_samples1,gibbs_samples1a)
# HA_samples[ii]=kernel.estimateMMD(gibbs_samples1,gibbs_samples2)
#
H0_samples[ii] = kernel.estimateMMD(oracle_samples1, oracle_samples1a)
HA_samples[ii] = kernel.estimateMMD(oracle_samples1, oracle_samples2)
end = time.time()
print 'time elapsed: ', end - start
f = open("/home/dino/git/mmdIIDTrueSamples.dat", "w")
dump(H0_samples, f)
dump(HA_samples, f)
dump(gaussian1, f)
dump(gaussian2, f)
f.close()
return None
