import PyMCmodel
from pymc import *
from pylab import *
import matplotlib
matplotlib.rcParams['axes.facecolor']='w'
x = linspace(-1,1,400)
n_fmesh = 51
fmesh_is_obsmesh = False
GPSampler = MCMC(PyMCmodel.make_model(n_fmesh, fmesh_is_obsmesh))
GPSampler.assign_step_methods()
sm = GPSampler.step_method_dict[GPSampler.sm.f_eval][0]
GPSampler.isample(iter=5000,burn=2500,thin=100)
# Uncomment this for a medium run.
# GPSampler.isample(iter=500,burn=0,thin=10)
# Uncomment this for a short run.
# GPSampler.isample(iter=50,burn=0,thin=1)
if __name__ == '__main__':
N_samps = len(GPSampler.sm.f.trace())
fmesh = GPSampler.fmesh
obs_locs = GPSampler.actual_obs_locs
close('all')
import PyMCmodel
import pymc as pm
import numpy as np
import matplotlib.pyplot as pl
import matplotlib
matplotlib.rcParams['axes.facecolor']='w'
import time
n_iter = 10000
rej = []
times = []
mesh_sizes = [0,1,2,4,8,16,32,64,128,256,512]
for mesh_size in [0,1,2,4,8,16,32,64,128,256,512]:
print mesh_size
m = PyMCmodel.make_model(mesh_size, False)
if mesh_size==0:
sm = pm.gp.MeshlessGPMetropolis(m['sm'].f)
else:
sm = pm.gp.GPEvaluationMetropolis(m['sm'].f_eval, proposal_sd=.01)
t1 = time.time()
for i in xrange(n_iter):
sm.step()
times.append((time.time()-t1)/float(n_iter))
rej.append(sm.rejected/float(sm.rejected + sm.accepted))
m = PyMCmodel.make_model(0, True)
sm = pm.gp.GPEvaluationMetropolis(m['sm'].f_eval, proposal_sd=.01)
t1 = time.time()
for i in xrange(n_iter):
sm.step()
import PyMCmodel
import pymc as pm
import numpy as np
import matplotlib.pyplot as pl
import matplotlib
matplotlib.rcParams['axes.facecolor'] = 'w'
import time
n_iter = 10000
rej = []
times = []
mesh_sizes = [0, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512]
for mesh_size in [0, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512]:
print mesh_size
m = PyMCmodel.make_model(mesh_size, False)
if mesh_size == 0:
sm = pm.gp.MeshlessGPMetropolis(m['sm'].f)
else:
sm = pm.gp.GPEvaluationMetropolis(m['sm'].f_eval, proposal_sd=.01)
t1 = time.time()
for i in xrange(n_iter):
sm.step()
times.append((time.time() - t1) / float(n_iter))
rej.append(sm.rejected / float(sm.rejected + sm.accepted))
m = PyMCmodel.make_model(0, True)
sm = pm.gp.GPEvaluationMetropolis(m['sm'].f_eval, proposal_sd=.01)
t1 = time.time()
for i in xrange(n_iter):
sm.step()
