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Convergence of chains when a parameter has a one tail distri

Posted: December 08 2016
by Daniel Francisco Boriero
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 Monte-Carlo? 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

Re: Convergence of chains when a parameter has a one tail di

Posted: December 08 2016
by Antony Lewis
Re-parameterize, e.g. using the log of that variable as the MCMC parameter? (though note that this also changes the implicit flat prior).

Convergence of chains when a parameter has a one tail distri

Posted: December 08 2016
by Daniel Francisco Boriero
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

Convergence of chains when a parameter has a one tail distri

Posted: December 13 2016
by Daniel Francisco Boriero
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

Re: Convergence of chains when a parameter has a one tail di

Posted: December 13 2016
by Antony Lewis
I think that should work. (you may also want to adjust the chi2_xxx derived parameters, if you use them for anything)

Convergence of chains when a parameter has a one tail distri

Posted: December 13 2016
by Daniel Francisco Boriero
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,