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safe changing of MCMC thinning intervals when reset=FALSE #1609

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Merged
danielturek merged 6 commits into from
Jan 23, 2026
Merged

safe changing of MCMC thinning intervals when reset=FALSE #1609

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7cf4264
continuing to change book-keeping of MCMC iterations
danielturek Jan 14, 2026
0b250cc
wrong indexing for thin1
danielturek Jan 15, 2026
f8369fd
changed hard stop to a warning
danielturek Jan 15, 2026
48bd8df
corrected calculation for mvSamples resize when reset = FALSE
danielturek Jan 15, 2026
ffd58f6
updates to logic for changing thin when reset=FALSE
danielturek Jan 16, 2026
654bb88
Add tests for changing thin when reset is FALSE.
paciorek Jan 22, 2026
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36 changes: 24 additions & 12 deletions packages/nimble/R/MCMC_build.R
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Original file line number Diff line number Diff line change
Expand Up @@ -245,6 +245,8 @@ buildMCMC <- nimbleFunction(
nburnin_extraWAIC <- 0
}
iterationTotal <- 0
iterUntilSave <- 0
iterUntilSave2 <- 0
firstRun <- TRUE
setupOutputs(derivedTypes)
},
Expand All @@ -268,6 +270,8 @@ buildMCMC <- nimbleFunction(
if(nburnin > niter) stop('cannot specify nburnin > niter')
if(firstRun) reset <- TRUE ## compulsory reset on first run of MCMC
firstRun <<- FALSE
mvSamples_copyRow <- 0
mvSamples2_copyRow <- 0
if(reset) {
if(initializeModel) my_initializeModel$run()
thinToUseVec <<- thinFromConfVec
Expand All @@ -289,25 +293,29 @@ buildMCMC <- nimbleFunction(
for(i in seq_along(derivedFunctions)) derivedFunctions[[i]]$before_chain(niter-nburnin, nburnin, thinToUseVec, chain)
samplerTimes <<- numeric(length(samplerFunctions) + 1) ## default inititialization to zero
iterationTotal <<- 0
mvSamples_copyRow <- 0
mvSamples2_copyRow <- 0
iterUntilSave <<- thinToUseVec[1]
iterUntilSave2 <<- thinToUseVec[2]
} else {
if(nburnin != 0) stop('cannot specify nburnin when using reset = FALSE.')
if((thin != -1) & (thin != thinToUseVec[1])) stop('cannot alter the value of thin, when using reset = FALSE.')
if((thin2 != -1) & (thin2 != thinToUseVec[2])) stop('cannot alter the value of thin2, when using reset = FALSE.')
## when reset = FALSE, only permit changing the value of
## thin when iterUntilSave == thinToUseVec[1], and thin2 when iterUntilSave2 == thinToUseVec[2]
## (which means saving on the previous thinning interval just took place)
if((thin != -1) & (thin != thinToUseVec[1]) & (iterUntilSave != thinToUseVec[1]))
##stop('can only change value of thin after a complete thinning interval, when using reset = FALSE.')
cat('Warning: value of thin is being changed, in the midst of a thinning interval.\n')
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if((thin2 != -1) & (thin2 != thinToUseVec[2]) & (iterUntilSave2 != thinToUseVec[2]))
##stop('can only change value of thin2 after a complete thinning interval, when using reset = FALSE.')
cat('Warning: value of thin2 is being changed, in the midst of a thinning interval.\n')
if(dim(samplerTimes)[1] != length(samplerFunctions) + 1) samplerTimes <<- numeric(length(samplerFunctions) + 1) ## first run: default inititialization to zero
if (resetMV) {
mvSamples_copyRow <- 0
mvSamples2_copyRow <- 0
} else {
if(!resetMV) {
mvSamples_copyRow <- getsize(mvSamples)
mvSamples2_copyRow <- getsize(mvSamples2)
}
}
nimCopy(from = model, to = mvSaved, row = 1, logProb = TRUE)
if(onlineWAIC & resetWAIC) waicFun[[1]]$reset()
resize(mvSamples, floor((iterationTotal+niter-nburnin) / thinToUseVec[1]))
resize(mvSamples2, floor((iterationTotal+niter-nburnin) / thinToUseVec[2]))
resize(mvSamples, mvSamples_copyRow + floor((niter-nburnin) / thinToUseVec[1]))
resize(mvSamples2, mvSamples2_copyRow + floor((niter-nburnin) / thinToUseVec[2]))
## reinstate samplerExecutionOrder as a runtime argument, once we support non-scalar default values for runtime arguments:
##if(dim(samplerExecutionOrder)[1] > 0 & samplerExecutionOrder[1] == -1) { ## runtime argument samplerExecutionOrder was not provided
## lengthSamplerExecutionOrderFromConf <- dim(samplerExecutionOrderFromConfPlusTwoZeros)[1] - 2
Expand Down Expand Up @@ -339,15 +347,19 @@ buildMCMC <- nimbleFunction(
}
}
if(iter > nburnin) {
iterUntilSave <<- iterUntilSave - 1
iterUntilSave2 <<- iterUntilSave2 - 1
## save samples
iterPostBurnin <- iterationTotal - nburnin
if(iterPostBurnin %% thinToUseVec[1] == 0) {
if(iterUntilSave == 0) {
mvSamples_copyRow <- mvSamples_copyRow + 1
nimCopy(from = model, to = mvSamples, row = mvSamples_copyRow, nodes = monitors)
iterUntilSave <<- thinToUseVec[1]
}
if(iterPostBurnin %% thinToUseVec[2] == 0) {
if(iterUntilSave2 == 0) {
mvSamples2_copyRow <- mvSamples2_copyRow + 1
nimCopy(from = model, to = mvSamples2, row = mvSamples2_copyRow, nodes = monitors2)
iterUntilSave2 <<- thinToUseVec[2]
}
## save WAIC
if(enableWAIC & onlineWAIC & iter > nburnin + nburnin_extraWAIC) {
Expand Down
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