From 5bc680a629e129278685149da4e7533e0d092a3a Mon Sep 17 00:00:00 2001 From: Francesco Alemanno Date: Sat, 12 Sep 2020 11:55:19 +0200 Subject: [PATCH] patch docs --- src/smc.jl | 7 ++++--- 1 file changed, 4 insertions(+), 3 deletions(-) diff --git a/src/smc.jl b/src/smc.jl index 13efe34..0963500 100644 --- a/src/smc.jl +++ b/src/smc.jl @@ -47,8 +47,9 @@ function smc( mcmc_retrys::Int = 0, mcmc_tol = 0.015, epstol = 0.0, - r_epstol = (1 - alpha) / 50, - min_r_ess = 0.55, + r_epstol = (1 - alpha)^1.5 / 50, + min_r_ess = alpha^2, + max_stretch = 2.0, verbose::Bool = false, parallel::Bool = false, ) @@ -269,7 +270,7 @@ function costfun((u1, p1); raw=false) sqrt(sum(abs2,[std(x)-2.2, median(x)-0.4]./[2.2,0.4])) end -@time R=smc(Factored(Uniform(0,1), Uniform(0.5,1)), costfun, nparticles=100, M=1, verbose=true,epstol=0.003,alpha=0.55,mcmc_tol=0,r_epstol=0,parallel=true) +@time R=smc(Factored(Uniform(0,1), Uniform(0.5,1)), costfun, nparticles=100,alpha=0.5, verbose=true, parallel=true) plan=ApproxPosterior(Factored(Uniform(0,1), Uniform(0.5,1)), costfun, 0.01)