def init_log_like(self): # initialize log_like if self.do_radial: self.model.rate = init_rate_matrix(self.model.dim_v, self.model.v, self.model.w, self.pbc) log_like = rad_log_like_lag( self.model.dim_v, self.model.dim_rad, self.data.dim_lt, self.model.rate, self.model.wrad, self.data.list_lt, self.data.list_trans, self.model.redges, self.lmax, self.model.bessel0_zeros, self.model.bessels, 0.0, ) else: log_like = log_like_lag( self.model.dim_v, self.data.dim_lt, self.model.v, self.model.w, self.model.list_lt, self.data.list_trans, self.pbc, ) if log_like is None: raise ValueError("Initial propagator has non-positive elements") elif np.isnan(log_like): raise ValueError("Initial likelihood diverges") self.log_like = log_like # add smoothing to diffusion profile if self.k > 0.0: E_w = string_energy(self.model.w, self.k, self.pbc) self.string_vecs = string_vecs(len(self.model.w), self.pbc) self.log_like = log_like - E_w # minus sign because surface=log_like print "initial log-likelihood:", self.log_like self.all_log_like = np.zeros(self.nmc, float) # TODO make nicer if self.model.ncosF > 0: self.naccv_coeff = np.zeros(self.model.ncosF, int) if self.model.ncosD > 0: self.naccw_coeff = np.zeros(self.model.ncosD, int) if self.do_radial: if self.model.ncosDrad > 0: self.naccwrad_coeff = np.zeros(self.model.ncosDrad, int) else: self.model.ncosDrad = -1
def mcmove_diffusion(self): # propose temporary w vector: wt if self.model.ncosD <= 0: if self.k > 0: index = np.random.randint( 0, self.model.dim_w ) # TODO what if string_vecs has different dimension??? wt = self.model.w + self.dw * ( np.random.random() - 0.5) * self.string_vecs[:, index] else: index = np.random.randint(0, self.model.dim_w) wt = copy.deepcopy(self.model.w) # temporary w wt[index] += self.dw * (np.random.random() - 0.5) else: index = np.random.randint(0, self.model.ncosD) coefft = copy.deepcopy(self.model.w_coeff) coefft[index] += self.dw * (np.random.random() - 0.5) wt = self.model.calc_profile(coefft, self.model.w_basis) log_like_try = log_like_lag(self.model.dim_v, self.data.dim_lt, self.model.v, wt, self.model.list_lt, self.data.list_trans, self.pbc) if log_like_try is not None and not np.isnan( log_like_try): # propagator is well behaved # add restraints to smoothen if self.k > 0.: E_wt = string_energy(wt, self.k, self.pbc) log_like_try -= E_wt # minus sign because surface=log_like # Metropolis acceptance dlog = log_like_try - self.log_like r = np.random.random() #in [0,1[ if r < np.exp( dlog / self.temp ): # accept if dlog increases, accept maybe if decreases self.model.w[:] = wt[:] if self.model.ncosD > 0: self.model.w_coeff[:] = coefft[:] self.naccw_coeff[index] += 1 self.naccw += 1 self.naccw_update += 1 self.log_like = log_like_try if False: self.check_propagator(self.model.list_lt[0]) print "loglike", self.log_like
def init_log_like(self): # initialize log_like if self.do_radial: self.model.rate = init_rate_matrix(self.model.dim_v, self.model.v, self.model.w, self.pbc) log_like = rad_log_like_lag( self.model.dim_v, self.model.dim_rad, self.data.dim_lt, self.model.rate, self.model.wrad, self.data.list_lt, self.data.list_trans, self.model.redges, self.lmax, self.model.bessel0_zeros, self.model.bessels, 0.) else: log_like = log_like_lag(self.model.dim_v, self.data.dim_lt, self.model.v, self.model.w, self.model.list_lt, self.data.list_trans, self.pbc) if log_like is None: raise ValueError("Initial propagator has non-positive elements") elif np.isnan(log_like): raise ValueError("Initial likelihood diverges") self.log_like = log_like # add smoothing to diffusion profile if self.k > 0.: E_w = string_energy(self.model.w, self.k, self.pbc) self.string_vecs = string_vecs(len(self.model.w), self.pbc) self.log_like = log_like - E_w # minus sign because surface=log_like print "initial log-likelihood:", self.log_like self.all_log_like = np.zeros(self.nmc, float) # TODO make nicer if self.model.ncosF > 0: self.naccv_coeff = np.zeros(self.model.ncosF, int) if self.model.ncosD > 0: self.naccw_coeff = np.zeros(self.model.ncosD, int) if self.do_radial: if self.model.ncosDrad > 0: self.naccwrad_coeff = np.zeros(self.model.ncosDrad, int) else: self.model.ncosDrad = -1
def mcmove_diffusion(self): # propose temporary w vector: wt if self.model.ncosD <= 0: if self.k > 0: index = np.random.randint(0, self.model.dim_w) # TODO what if string_vecs has different dimension??? wt = self.model.w + self.dw * (np.random.random() - 0.5) * self.string_vecs[:, index] else: index = np.random.randint(0, self.model.dim_w) wt = copy.deepcopy(self.model.w) # temporary w wt[index] += self.dw * (np.random.random() - 0.5) else: index = np.random.randint(0, self.model.ncosD) coefft = copy.deepcopy(self.model.w_coeff) coefft[index] += self.dw * (np.random.random() - 0.5) wt = self.model.calc_profile(coefft, self.model.w_basis) log_like_try = log_like_lag( self.model.dim_v, self.data.dim_lt, self.model.v, wt, self.model.list_lt, self.data.list_trans, self.pbc ) if log_like_try is not None and not np.isnan(log_like_try): # propagator is well behaved # add restraints to smoothen if self.k > 0.0: E_wt = string_energy(wt, self.k, self.pbc) log_like_try -= E_wt # minus sign because surface=log_like # Metropolis acceptance dlog = log_like_try - self.log_like r = np.random.random() # in [0,1[ if r < np.exp(dlog / self.temp): # accept if dlog increases, accept maybe if decreases self.model.w[:] = wt[:] if self.model.ncosD > 0: self.model.w_coeff[:] = coefft[:] self.naccw_coeff[index] += 1 self.naccw += 1 self.naccw_update += 1 self.log_like = log_like_try if False: self.check_propagator(self.model.list_lt[0]) print "loglike", self.log_like