Detailed Description

Nested sampler written for LALInference.

Independent of model.

Nested Sampling algorithm defined using the LALInference Infrastructure. This code should be independent of choice of model. Provided are a LALAlgorithm function and a LALEvolveOneStepFunction which implement the evidence calculation

Prototypes
void	LALInferenceNestedSamplingAlgorithmInit (LALInferenceRunState *runState)
	Initialise the nested sampling algorithm by reading from the commandLine and setting up algorithmParams. More...

void	LALInferenceNestedSamplingAlgorithm (LALInferenceRunState *runState)
	NestedSamplingAlgorithm implements the nested sampling algorithm, see e.g. More...

INT4	LALInferenceNestedSamplingOneStep (LALInferenceRunState *runState)
	A single iteration of the NS algorithm. More...

LALInferenceVariables *	LALInferenceComputeAutoCorrelation (LALInferenceRunState *runState, UINT4 max_iterations, LALInferenceEvolveOneStepFunction evolve)
	Compute the autocorrelation length from the sampler at the current global iteration. More...

UINT4	LALInferenceMCMCSamplePrior (LALInferenceRunState *runState)
	Perform one MCMC iteration on runState->currentParams. More...

UINT4	LALInferenceMCMCSamplePriorNTimes (LALInferenceRunState *runState, UINT4 N)
	Sample the prior N times, returns number of acceptances. More...

INT4	LALInferenceNestedSamplingSloppySample (LALInferenceRunState *runState)
	Sample the limited prior distribution using the MCMC method as usual, but run a sub-chain of x iterations which doesn't check the likelihood bound. More...

INT4	LALInferenceNestedSamplingCachedSampler (LALInferenceRunState *runState)

void	LALInferenceSetupLivePointsArray (LALInferenceRunState *runState)
	Setup the live points by calling runState->initVariables on each of them if it is specified. More...

void	LALInferenceProjectSampleOntoEigenvectors (LALInferenceVariables params, gsl_matrix eigenvectors, REAL8Vector **projection)
	Project the sample in params onto the eigenvectors given in eigenvectors. More...

Function Documentation

◆ LALInferenceNestedSamplingAlgorithmInit()

void LALInferenceNestedSamplingAlgorithmInit ( LALInferenceRunState * runState )

Initialise the nested sampling algorithm by reading from the commandLine and setting up algorithmParams.

Definition at line 575 of file LALInferenceNestedSampler.c.

◆ LALInferenceNestedSamplingAlgorithm()

void LALInferenceNestedSamplingAlgorithm ( LALInferenceRunState * runState )

NestedSamplingAlgorithm implements the nested sampling algorithm, see e.g.

Sivia "Data Analysis: A Bayesian Tutorial, 2nd edition

Definition at line 726 of file LALInferenceNestedSampler.c.

◆ LALInferenceNestedSamplingOneStep()

INT4 LALInferenceNestedSamplingOneStep ( LALInferenceRunState * runState )

A single iteration of the NS algorithm.

Definition at line 1621 of file LALInferenceNestedSampler.c.

◆ LALInferenceComputeAutoCorrelation()

LALInferenceVariables* LALInferenceComputeAutoCorrelation	(	LALInferenceRunState *	runState,
		UINT4	max_iterations,
		LALInferenceEvolveOneStepFunction	evolve
	)

Compute the autocorrelation length from the sampler at the current global iteration.

Definition at line 1158 of file LALInferenceNestedSampler.c.

◆ LALInferenceMCMCSamplePrior()

UINT4 LALInferenceMCMCSamplePrior ( LALInferenceRunState * runState )

Perform one MCMC iteration on runState->currentParams.

Return 1 if accepted or 0 if not

Definition at line 1338 of file LALInferenceNestedSampler.c.

◆ LALInferenceMCMCSamplePriorNTimes()

UINT4 LALInferenceMCMCSamplePriorNTimes	(	LALInferenceRunState *	runState,
		UINT4	N
	)

Sample the prior N times, returns number of acceptances.

Definition at line 1391 of file LALInferenceNestedSampler.c.

◆ LALInferenceNestedSamplingSloppySample()

INT4 LALInferenceNestedSamplingSloppySample ( LALInferenceRunState * runState )

Sample the limited prior distribution using the MCMC method as usual, but run a sub-chain of x iterations which doesn't check the likelihood bound.

x=LALInferenceGetVariable(runState->algorithmParams,"sloppyratio")

Definition at line 1485 of file LALInferenceNestedSampler.c.

◆ LALInferenceNestedSamplingCachedSampler()

INT4 LALInferenceNestedSamplingCachedSampler ( LALInferenceRunState * runState )

Definition at line 1429 of file LALInferenceNestedSampler.c.

◆ LALInferenceSetupLivePointsArray()

void LALInferenceSetupLivePointsArray ( LALInferenceRunState * runState )

Setup the live points by calling runState->initVariables on each of them if it is specified.

Otherwise clones runState->currentParams (legacy)

Definition at line 1627 of file LALInferenceNestedSampler.c.

◆ LALInferenceProjectSampleOntoEigenvectors()

void LALInferenceProjectSampleOntoEigenvectors	(	LALInferenceVariables *	params,
		gsl_matrix *	eigenvectors,
		REAL8Vector **	projection
	)

Project the sample in params onto the eigenvectors given in eigenvectors.

Definition at line 1399 of file LALInferenceNestedSampler.c.