def drawBeta(k,s,w,size=1):
"""Draw beta from its distribution (Eq.9 Rasmussen 2000) using ARS
Make it robust with an expanding range in case of failure"""
nd = w.shape[0]
# precompute some things for speed
logdetw = slogdet(w)[1]
temp = 0
for sj in s:
sj = np.reshape(sj,(nd,nd))
temp += slogdet(sj)[1]
temp -= np.trace(np.dot(w,sj))
lb = nd - 1.0
flag = True
cnt = 0
while flag:
xi = lb + np.logspace(-3-cnt,1+cnt,200) # update range if needed
flag = False
try:
ars = ARS(logpbeta,logpbetaprime,xi=xi,lb=lb,ub=np.inf, \
k=k, s=s, w=w, nd=nd, logdetw=logdetw, temp=temp)
except:
cnt += 1
flag = True
# draw beta but also pass random seed to ARS code
return ars.draw(size,np.random.randint(MAXINT))
def drawBeta(k,s,w,size=1):
"""Draw beta from its distribution (Eq.9 Rasmussen 2000) using ARS
Make it robust with an expanding range in case of failure"""
nd = w.shape[0]
# precompute some things for speed
logdetw = slogdet(w)[1]
temp = 0
for sj in s:
sj = np.reshape(sj,(nd,nd))
temp += slogdet(sj)[1]
temp -= np.trace(np.dot(w,sj))
lb = nd - 1.0
flag = True
cnt = 0
while flag:
xi = lb + np.logspace(-3-cnt,1+cnt,50) # update range if needed
flag = False
try:
ars = ARS(logpbeta,logpbetaprime,xi=xi,lb=lb,ub=np.inf, \
k=k, s=s, w=w, nd=nd, logdetw=logdetw, temp=temp)
except:
cnt += 1
flag = True
# draw beta but also pass random seed to ARS code
return ars.draw(size,np.random.randint(MAXINT))
def drawAlpha(k,N,size=1):
"""Draw alpha from its distribution (Eq.15 Rasmussen 2000) using ARS
Make it robust with an expanding range in case of failure"""
flag = True
cnt = 0
while flag:
xi = np.logspace(-2-cnt,3+cnt,200) # update range if needed
try:
ars = ARS(logpalpha,logpalphaprime,xi=xi,lb=0, ub=np.inf, k=k, N=N)
flag = False
except:
cnt += 1
# draw alpha but also pass random seed to ARS code
return ars.draw(size,np.random.randint(MAXINT))
def drawAlpha(k,N,size=1):
"""Draw alpha from its distribution (Eq.15 Rasmussen 2000) using ARS
Make it robust with an expanding range in case of failure"""
flag = True
cnt = 0
while flag:
xi = np.logspace(-2-cnt,3+cnt,50) # update range if needed
try:
ars = ARS(logpalpha,logpalphaprime,xi=xi,lb=0, ub=np.inf, k=k, N=N)
flag = False
except:
cnt += 1
# draw alpha but also pass random seed to ARS code
return ars.draw(size,np.random.randint(MAXINT))