Mcmc.Algorithm.MC3

Creation date: Mon Nov 23 15:20:33 2020.

The Metropolis-coupled Markov chain Monte Carlo (MC3) algorithm.

Also known as parallel tempering.

Like any other parallel MCMC algorithm, the MC3 algorithm is essentially an MHG algorithm on the product space of all parallel chains.

For example, see

• Geyer, C. J., Markov chain monte carlo maximum likelihood, Computing Science and Statistics, Proceedings of the 23rd Symposium on the Interface, (1991).
• Altekar, G., Dwarkadas, S., Huelsenbeck, J. P., & Ronquist, F., Parallel metropolis coupled markov chain monte carlo for bayesian phylogenetic inference, Bioinformatics, 20(3), 407–415 (2004).

Definitions

newtype NChains

Total number of parallel chains.

Must be two or larger.

Constructors

NChains

Fields

• fromNChains :: Int

Instances

Eq NChains

Defined in Mcmc.Algorithm.MC3

Methods

(==) :: NChains -> NChains -> Bool

(/=) :: NChains -> NChains -> Bool

Read NChains

Defined in Mcmc.Algorithm.MC3

Methods

readsPrec :: Int -> ReadS NChains

readList :: ReadS [NChains]

readPrec :: ReadPrec NChains

readListPrec :: ReadPrec [NChains]

Show NChains

Defined in Mcmc.Algorithm.MC3

Methods

showsPrec :: Int -> NChains -> ShowS

show :: NChains -> String

showList :: [NChains] -> ShowS

ToJSON NChains

Defined in Mcmc.Algorithm.MC3

Methods

toJSON :: NChains -> Value

toEncoding :: NChains -> Encoding

toJSONList :: [NChains] -> Value

toEncodingList :: [NChains] -> Encoding

FromJSON NChains

Defined in Mcmc.Algorithm.MC3

Methods

parseJSON :: Value -> Parser NChains

parseJSONList :: Value -> Parser [NChains]

newtype SwapPeriod

The period of proposing state swaps between chains.

Must be one or larger.

Constructors

SwapPeriod

Fields

• fromSwapPeriod :: Int

Instances

Eq SwapPeriod

Defined in Mcmc.Algorithm.MC3

Methods

(==) :: SwapPeriod -> SwapPeriod -> Bool

(/=) :: SwapPeriod -> SwapPeriod -> Bool

Read SwapPeriod

Defined in Mcmc.Algorithm.MC3

Methods

readsPrec :: Int -> ReadS SwapPeriod

readList :: ReadS [SwapPeriod]

readPrec :: ReadPrec SwapPeriod

readListPrec :: ReadPrec [SwapPeriod]

Show SwapPeriod

Defined in Mcmc.Algorithm.MC3

Methods

showsPrec :: Int -> SwapPeriod -> ShowS

show :: SwapPeriod -> String

showList :: [SwapPeriod] -> ShowS

ToJSON SwapPeriod

Defined in Mcmc.Algorithm.MC3

Methods

toJSON :: SwapPeriod -> Value

toEncoding :: SwapPeriod -> Encoding

toJSONList :: [SwapPeriod] -> Value

toEncodingList :: [SwapPeriod] -> Encoding

FromJSON SwapPeriod

Defined in Mcmc.Algorithm.MC3

Methods

parseJSON :: Value -> Parser SwapPeriod

parseJSONList :: Value -> Parser [SwapPeriod]

newtype NSwaps

The number of proposed swaps at each swapping event.

Must be in [1, NChains - 1].

Constructors

NSwaps

Fields

• fromNSwaps :: Int

Instances

Eq NSwaps

Defined in Mcmc.Algorithm.MC3

Methods

(==) :: NSwaps -> NSwaps -> Bool

(/=) :: NSwaps -> NSwaps -> Bool

Read NSwaps

Defined in Mcmc.Algorithm.MC3

Methods

readsPrec :: Int -> ReadS NSwaps

readList :: ReadS [NSwaps]

readPrec :: ReadPrec NSwaps

readListPrec :: ReadPrec [NSwaps]

Show NSwaps

Defined in Mcmc.Algorithm.MC3

Methods

showsPrec :: Int -> NSwaps -> ShowS

show :: NSwaps -> String

showList :: [NSwaps] -> ShowS

ToJSON NSwaps

Defined in Mcmc.Algorithm.MC3

Methods

toJSON :: NSwaps -> Value

toEncoding :: NSwaps -> Encoding

toJSONList :: [NSwaps] -> Value

toEncodingList :: [NSwaps] -> Encoding

FromJSON NSwaps

Defined in Mcmc.Algorithm.MC3

Methods

parseJSON :: Value -> Parser NSwaps

parseJSONList :: Value -> Parser [NSwaps]

data MC3Settings

MC3 settings.

Constructors

MC3Settings

Fields

• mc3NChains :: NChains

  The number of chains has to be larger equal two.

• mc3SwapPeriod :: SwapPeriod
• mc3NSwaps :: NSwaps

Instances

Eq MC3Settings

Defined in Mcmc.Algorithm.MC3

Methods

(==) :: MC3Settings -> MC3Settings -> Bool

(/=) :: MC3Settings -> MC3Settings -> Bool

Read MC3Settings

Defined in Mcmc.Algorithm.MC3

Methods

readsPrec :: Int -> ReadS MC3Settings

readList :: ReadS [MC3Settings]

readPrec :: ReadPrec MC3Settings

readListPrec :: ReadPrec [MC3Settings]

Show MC3Settings

Defined in Mcmc.Algorithm.MC3

Methods

showsPrec :: Int -> MC3Settings -> ShowS

show :: MC3Settings -> String

showList :: [MC3Settings] -> ShowS

ToJSON MC3Settings

Defined in Mcmc.Algorithm.MC3

Methods

toJSON :: MC3Settings -> Value

toEncoding :: MC3Settings -> Encoding

toJSONList :: [MC3Settings] -> Value

toEncodingList :: [MC3Settings] -> Encoding

FromJSON MC3Settings

Defined in Mcmc.Algorithm.MC3

Methods

parseJSON :: Value -> Parser MC3Settings

parseJSONList :: Value -> Parser [MC3Settings]

type MHGChains a = Vector (MHG a)

Vector of MHG chains.

type ReciprocalTemperatures = Vector Double

Vector of reciprocal temperatures.

Metropolis-coupled Markov chain Monte Carlo algorithm

data MC3 a

The MC3 algorithm.

Constructors

MC3

Fields

• mc3Settings :: MC3Settings
• mc3MHGChains :: MHGChains a

  The first chain is the cold chain with temperature 1.0.

• mc3ReciprocalTemperatures :: ReciprocalTemperatures

  Vector of reciprocal temperatures.

• mc3Iteration :: Int

  Current iteration.

• mc3SwapAcceptance :: Acceptance Int

  Number of accepted and rejected swaps.

• mc3Generator :: IOGenM StdGen

Instances

ToJSON a => Algorithm (MC3 a)

Defined in Mcmc.Algorithm.MC3

Methods

aName :: MC3 a -> String

aIteration :: MC3 a -> Int

aIsInvalidState :: MC3 a -> Bool

aIterate :: IterationMode -> ParallelizationMode -> MC3 a -> IO (MC3 a)

aAutoTune :: TuningType -> Int -> MC3 a -> IO (MC3 a)

aResetAcceptance :: MC3 a -> MC3 a

aCleanAfterBurnIn :: TraceLength -> MC3 a -> IO (MC3 a)

aSummarizeCycle :: IterationMode -> MC3 a -> ByteString

aOpenMonitors :: AnalysisName -> ExecutionMode -> MC3 a -> IO (MC3 a)

aExecuteMonitors :: Verbosity -> UTCTime -> Int -> MC3 a -> IO (Maybe ByteString)

aStdMonitorHeader :: MC3 a -> ByteString

aCloseMonitors :: MC3 a -> IO (MC3 a)

aSave :: AnalysisName -> MC3 a -> IO ()

mc3 :: MC3Settings -> Settings -> PriorFunction a -> LikelihoodFunction a -> Cycle a -> Monitor a -> InitialState a -> StdGen -> IO (MC3 a)

Initialize an MC3 algorithm with a given number of chains.

Call error if:

• The number of chains is one or lower.
• The swap period is zero or negative.

mc3Save :: ToJSON a => AnalysisName -> MC3 a -> IO ()

Save an MC3 algorithm.

mc3Load :: FromJSON a => PriorFunction a -> LikelihoodFunction a -> Cycle a -> Monitor a -> AnalysisName -> IO (MC3 a)

Load an MC3 algorithm.

See mcmcContinue.