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AdityaSavara / PEUQSE

Parameter estimation for complex physical problems often suffers from finding ‘solutions’ that are not physically realistic. The PEUQSE software provides tools for finding physically realistic parameter estimates, graphs of the parameter estimate positions within parameter space, and plots of the final simulation results.
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continue sampling is not completely compatible with multiple walkers #217

Open AdityaSavara opened 2 years ago

AdityaSavara commented 2 years ago

Continue sampling seems to be working for ESS. And, there is now a warning if the number of walkers has changed between samplings. However, there is not code for handling the cases of different numbers of walkers. For example, going from 1 to 8 or the other way. In either situation, the walkers starting points should be "resampled" from the existing post-burn-in posterior, to have the correct number with correct statistical representation.

AdityaSavara commented 1 year ago

Currently, the discrete_chains_samples do not stack when continue sampling is done (only the flattened post burn in samples gets extended). This means that continueSampling will currently result in convergence diagnostics only reflecting the "newest" sampling.