mrc-ide / drjacoby

Flexible Markov chain monte carlo via reparameterization
https://mrc-ide.github.io/drjacoby/
Other
12 stars 6 forks source link

Don't store parameters for all rungs #73

Closed bobverity closed 3 years ago

bobverity commented 3 years ago

We are currently storing all likelihoods and all parameters for every temperature rung. I've found that when running MCMCs with large numbers of parameters this makes the output object very large, when we rarely (if ever) need to see the parameter values for hot rungs. We do, however, need to see the likelihood and prior for all rungs. So I think we need to split the output so that likelihood & prior are stored in one object over all rungs, and parameters are stored in another object just for the cold rung.