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A CosmoMC convergence issue
 
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Erick Almaraz



Joined: 10 Jun 2012
Posts: 25
Affiliation: University of Mexico

PostPosted: June 16 2016  Reply with quote

Hi everybody.

I have been running a CosmoMC analysis to find the constraints for a model of dynamical dark energy. After three weeks (the number of samples has surpassed 200 K - two chains), the R−1 values stored in the log files have been wandering around 0.01< R−1< 0.02, the plots retrieved from GetDist GUI show barely noticeable changes from time to time and still the program is running because it doesn't fulfill the R−1 < 0.01 stopping criterion. On the other hand, if I use the GetDist tools to assess the convergence (particularly, "getConvergeTests" ), I get
var(mean)/mean(var), remaining chains, worst e-value: R−1 = 0.00824
According to the "CosmoMC readme", there are differences between the GetDist and MPI run-time statistics, so I suppose that this discrepancy is normal. However, I don't know, given the amount of samples obtained and the results from GetDist, if it is safety to stop the program and take the results as reliable constraints to the model I have been working with.

Any idea?
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Antony Lewis



Joined: 23 Sep 2004
Posts: 1257
Affiliation: University of Sussex

PostPosted: June 16 2016  Reply with quote

You probably have a broad tailed distribution, and/or weak multi-modality, which can make convergence slow. R−1 =0.01 is very good convergence, so 0.02 is probably fine, though look at 2d plots to understand if the shape looks reasonable.
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Erick Almaraz



Joined: 10 Jun 2012
Posts: 25
Affiliation: University of Mexico

PostPosted: June 16 2016  Reply with quote

Thanks for the quick reply!
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