CosmoMC: finding max like point
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- Posts: 11
- Joined: September 22 2005
- Affiliation: Physics Dept., University of Milano
CosmoMC: finding max like point
Hi Anthony,
I'm trying to run CosmoMC with all_exact_l and set estimate_propose_matrix = T. After a while the code exits with and error
ERROR: Trial parameters excluded by prior or error in likelihood
Try starting further away from problem regions?
I have two questions:
1. how can I solve the problem?
2. Wouldn't it be nice to have indication from the code which is the parameters that causes the error?
Thanks a lot,
- Davide.
I'm trying to run CosmoMC with all_exact_l and set estimate_propose_matrix = T. After a while the code exits with and error
ERROR: Trial parameters excluded by prior or error in likelihood
Try starting further away from problem regions?
I have two questions:
1. how can I solve the problem?
2. Wouldn't it be nice to have indication from the code which is the parameters that causes the error?
Thanks a lot,
- Davide.
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- Posts: 1944
- Joined: September 23 2004
- Affiliation: University of Sussex
- Contact:
Re: CosmoMC: finding max like point
I never use this option myself.. as people have seen it is not very reliable, especially with parameters with priors. If anyone wants to improve it I'd be happy to incorporate improvements...
btw, someone found a bug in August 2006 CosmoMC version with tensor modes. I updated the download today.
btw, someone found a bug in August 2006 CosmoMC version with tensor modes. I updated the download today.
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- Posts: 11
- Joined: September 22 2005
- Affiliation: Physics Dept., University of Milano
CosmoMC: finding max like point
Hi Anthony,
thanks for the prompt answer. I'll download the new version when ready.
So you suggest me not to use the option and let things go by themselves.
I'm quite new to these issues but given the nature of the simulations
would it be faster to first get an idea of the propose_matrix so that the
MCMC part would better concentrate on the right parameter space region?
Ciao,
- Davide.
thanks for the prompt answer. I'll download the new version when ready.
So you suggest me not to use the option and let things go by themselves.
I'm quite new to these issues but given the nature of the simulations
would it be faster to first get an idea of the propose_matrix so that the
MCMC part would better concentrate on the right parameter space region?
Ciao,
- Davide.
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- Posts: 1944
- Joined: September 23 2004
- Affiliation: University of Sussex
- Contact:
Re: CosmoMC: finding max like point
If you can get some propose_matrix estimate that will help. But if you don't have one the learn_propose option usually works quite well with sensible input parameters (and is a lot more robust that the estimate_propose_matrix option).
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- Posts: 11
- Joined: September 22 2005
- Affiliation: Physics Dept., University of Milano
CosmoMC: finding max like point
OK. Fine for me.
Ciao,
- Davide.
Ciao,
- Davide.
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- Posts: 28
- Joined: May 13 2006
- Affiliation: Theoretical Physics Division, Chern Institute of Mathematics, Nankai University, Tianjin, China
CosmoMC: finding max like point
I do not know how to solve the following problem about propose matrix. Thanks a lot for any helps!
In CosmoMC Readme,
*****************************************
If you don't have a propose_matrix, set estimate_propose_matrix = T to automatically esimate it by numerical differentiation about the best fit point. To use this option you should not have parameter priors cutting off the distribution near the maximum likelihood.
*****************************************
When I set estimate_propose_matrix=T and run, why does this error occur:
[root@localhost cosmomc]# ./cosmomc params.ini
Random seeds: 22217, 28465 rand_inst: 0
Cannot have estimate_propose_matrix and propose_matrix
[root@localhost cosmomc]#
And what is the meaning of the matrix in params_CMB.covmat? If one adds some parameters, how can one deal with the problem of propose matrix?
In CosmoMC Readme,
*****************************************
If you don't have a propose_matrix, set estimate_propose_matrix = T to automatically esimate it by numerical differentiation about the best fit point. To use this option you should not have parameter priors cutting off the distribution near the maximum likelihood.
*****************************************
When I set estimate_propose_matrix=T and run, why does this error occur:
[root@localhost cosmomc]# ./cosmomc params.ini
Random seeds: 22217, 28465 rand_inst: 0
Cannot have estimate_propose_matrix and propose_matrix
[root@localhost cosmomc]#
And what is the meaning of the matrix in params_CMB.covmat? If one adds some parameters, how can one deal with the problem of propose matrix?
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- Posts: 28
- Joined: May 13 2006
- Affiliation: Theoretical Physics Division, Chern Institute of Mathematics, Nankai University, Tianjin, China
CosmoMC: finding max like point
I have known that this error is due to that the line "propose_matrix = params_CMB.covmat" should be commented when one sets "estimate_propose_matrix = T".
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- Affiliation: University College London (UCL)
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CosmoMC: finding max like point
Is the error solved on commenting out the line
"propose_matrix = params_CMB.covmat"
?
"propose_matrix = params_CMB.covmat"
?
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- Posts: 28
- Joined: May 13 2006
- Affiliation: Theoretical Physics Division, Chern Institute of Mathematics, Nankai University, Tianjin, China
CosmoMC: finding max like point
Commenting the line "propose_matrix = params_CMB.covmat" seems equal to modify it as "propose_matrix = ". If one adds parameters and also uses "propose_matrix = params_CMB.covmat", this error will occur. Sometimes, this error is due to not running "make clean" after one modifies some files of the program.
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Re: CosmoMC: finding max like point
As of the Oct 2012 version, best-fit finding (action=2) and estimate_propose_matrix should work more reliably, esp. with parameters that have hard prior cuts.