Convergence of chains when a parameter has a one tail distribution

 Posts: 16
 Joined: March 09 2009
 Affiliation: Bielefeld
Convergence of chains when a parameter has a one tail distri
Dear All,
I am testing a model with exponential parametrization of the reionization and I am facing the problem to run chains on cosmomc with a parameter (the exponent) which has a one tail distribution.
Do you have any advice to help the convergence of the MonteCarlo? I would like to test a few decades of this parameter, but the distribution becomes flat quickly and it is taking forever to reach convergence.
Thanks a lot,
Daniel
I am testing a model with exponential parametrization of the reionization and I am facing the problem to run chains on cosmomc with a parameter (the exponent) which has a one tail distribution.
Do you have any advice to help the convergence of the MonteCarlo? I would like to test a few decades of this parameter, but the distribution becomes flat quickly and it is taking forever to reach convergence.
Thanks a lot,
Daniel

 Posts: 1659
 Joined: September 23 2004
 Affiliation: University of Sussex
 Contact:
Re: Convergence of chains when a parameter has a one tail di
Reparameterize, e.g. using the log of that variable as the MCMC parameter? (though note that this also changes the implicit flat prior).

 Posts: 16
 Joined: March 09 2009
 Affiliation: Bielefeld
Convergence of chains when a parameter has a one tail distri
Indeed, the log would work, but since the parametrization chosen has some physical meaning, I would have to fix the prior to transform for a flat prior on the original parameter.
Thanks Antony,
Daniel
Thanks Antony,
Daniel

 Posts: 16
 Joined: March 09 2009
 Affiliation: Bielefeld
Convergence of chains when a parameter has a one tail distri
Dear Antony,
To fix the prior, would you sugest to use the function AdjustPrior(), on GetDist?
Moreover, is it still enough to process the chains only using these lines below?
! coldata(1,i) = coldata(1,i)*exp(chisq/2)
! coldata(2,i) = coldata(2,i) + chisq/2
Thanks,
Daniel
To fix the prior, would you sugest to use the function AdjustPrior(), on GetDist?
Moreover, is it still enough to process the chains only using these lines below?
! coldata(1,i) = coldata(1,i)*exp(chisq/2)
! coldata(2,i) = coldata(2,i) + chisq/2
Thanks,
Daniel

 Posts: 1659
 Joined: September 23 2004
 Affiliation: University of Sussex
 Contact:
Re: Convergence of chains when a parameter has a one tail di
I think that should work. (you may also want to adjust the chi2_xxx derived parameters, if you use them for anything)

 Posts: 16
 Joined: March 09 2009
 Affiliation: Bielefeld
Convergence of chains when a parameter has a one tail distri
Ok, I am only interested in the total chi2 anyway. I was concerned that these new chi2_xxx derived parameters had changed the meaning of the first two columns, making the AdjustPrior() deprecated.
Thanks for explaining.
Cheers,
Thanks for explaining.
Cheers,