(DCFusion)
(HMCBLR)
('NYC64_varying_N_approximate_replicates.RData')
# # preparing lists to store full posterior and sub-posterior samples
# fp <- full_posterior
# rm(full_posterior, sub_posteriors_64, balanced_C64,
# consensus_mat_64, consensus_sca_64,
# neiswanger_true_64, neiswanger_false_64,
# weierstrass_importance_64, weierstrass_rejection_64)
# # preparing lists to store IAD and elapsed run-times
# CMC_results <- list()
# KDEMC_results <- list()
# WRS_results <- list()
# N_samples <- c(500,1000,2000,5000,10000,15000,20000,30000,50000,100000,200000)
# get_approximate_result <- function(result) {
# print(paste('time:', result$time))
# print(paste('log(time):', log(result$time, 2)))
# return(list('IAD' = integrated_abs_distance(full_posterior, result$samples),
# 'IAD2' = integrated_abs_distance(fp, result$samples),
# 'time' = result$time))
# }
# number_of_replicates <- 10
# warmup <- 2500
for (i 10:(N_samples)) {
(('########## i:', i))
##### sampling from target and sub-posteriors #####
CMC_results[i]] <- ()
# KDEMC_results[[i]] <- list()
WRS_results[i]] <- ()
for ( 1:number_of_replicates) {
(('***** rep:', ))
(seed**i)
('sampling from posterior')
full_posterior <- hmc_sample_BLR(full_data_count = full_data_count,
= 1,
prior_means = prior_means,
prior_variances = prior_variances,
iterations = N_samples[i] + warmup,
warmup = warmup,
chains = 1,
seed = seed**i,
output = T)
('sampling from sub-posteriors')
sub_posteriors_64 <- hmc_base_sampler_BLR(nsamples = N_samples[i],
data_split = data_split_64,
= ,
prior_means = prior_means,
prior_variances = prior_variances,
warmup = warmup,
seed = seed**i,
output = T)
##### Applying approximate methodologies #####
('applying approximate methodologies')
consensus_mat_64 <- consensus_scott(S = ,
samples_to_combine = sub_posteriors_64,
indep = F)
# neiswanger_false_64 <- neiswanger(S = C,
# samples_to_combine = sub_posteriors_64,
# anneal = FALSE)
weierstrass_rejection_64 <- weierstrass(Samples = sub_posteriors_64,
method = 'reject')
CMC_results[i]][rep]] <- get_approximate_result(consensus_mat_64)
# KDEMC_results[[i]][[rep]] <- get_approximate_result(neiswanger_false_64)
WRS_results[i]][rep]] <- get_approximate_result(weierstrass_rejection_64)
(full_posterior,
sub_posteriors_64,
consensus_mat_64,
# neiswanger_false_64,
weierstrass_rejection_64)
('NYC64_varying_N_approximate_replicates_2.RData')
}
}
('NYC64_varying_N_approximate_replicates_2.RData')
CMC_holder <- CMC_results
KDEMC_holder <- KDEMC_results
WRS_holder <- WRS_results
('NYC64_varying_N.RData')
CMC_results <- CMC_holder
KDEMC_results <- KDEMC_holder
WRS_results <- WRS_holder
(1:8, (i) balanced_C64_results$adaptive[i]]$IAD2)
(x = ((1:8, (i) balanced_C64_results$adaptive[i]]$), 2),
y = (1:8, (i) balanced_C64_results$adaptive[i]]$IAD2),
= (0, 0.7),
= (-2, 18),
xlab = '',
ylab = '',
xaxt = 'n', lty = 2, lwd = 3, = 4, = 'b')
('log(Time elapsed in seconds, 2)', 1, 2.75, font = 2, cex = 1.5)
('Integrated Absolute Distance', 2, 2.75, font = 2, cex = 1.5)
(1, at=(-4, 22, 2), = (-4, 22, 2), font = 2, cex = 1.5)
(1, at=(-4, 22, 1), =("", 27), lwd.ticks = 0.5)
(2, at=(0, 1, 0.1), =("0.0", (0.1, 0.9, 0.1), "1.0"), font = 2, cex = 1.5)
(2, at=(0, 1, 0.1), =("", 11), lwd.ticks = 0.5)
(x = ((1:8, (i) balanced_C64_results$reg[i]]$), 2),
y = (1:8, (i) balanced_C64_results$reg[i]]$IAD2),
lty = 3, lwd = 3, = 'b', = 5)
(h=((1:11, (i) ((1:(CMC_results[i]]), () CMC_results[i]][rep]]$IAD2)))), = 'magenta', lty = 2, lwd = 3)
# abline(h=0.00, col = 'black', lty = 1, lwd = 3)
(x = ((1:9, (i) ((1:(KDEMC_results[i]]), () KDEMC_results[i]][rep]]$))), 2),
y = (1:9, (i) ((1:(KDEMC_results[i]]), () KDEMC_results[i]][rep]]$IAD2))),
lty = 5, lwd = 3, = 'b', = 2, = 'blue')
(x = ((1:9, (i) ((1:(KDEMC_results[i]]), () KDEMC_results[i]][rep]]$))), 2),
y = (1:9, (i) ((1:(KDEMC_results[i]]), () KDEMC_results[i]][rep]]$IAD2))),
lty = 1, lwd = 3, = 'l', = 2, = 'blue')
(x = ((1:9, (i) ((1:(KDEMC_results[i]]), () KDEMC_results[i]][rep]]$))), 2),
y = (1:9, (i) ((1:(KDEMC_results[i]]), () KDEMC_results[i]][rep]]$IAD2))),
lty = 1, lwd = 3, = 'l', = 2, = 'blue')
(x = ((1:11, (i) ((1:(WRS_results[i]]), () WRS_results[i]][rep]]$))), 2),
y = (1:11, (i) ((1:(WRS_results[i]]), () WRS_results[i]][rep]]$IAD2))),
lty = 6, lwd = 3, = 'b', = 1, = 'green')
(x = ((1:11, (i) ((1:(WRS_results[i]]), () WRS_results[i]][rep]]$))), 2),
y = (1:11, (i) ((1:(WRS_results[i]]), () WRS_results[i]][rep]]$IAD2))),
lty = 1, lwd = 3, = 'l', = 1, = 'green')
(x = ((1:11, (i) ((1:(WRS_results[i]]), () WRS_results[i]][rep]]$))), 2),
y = (1:11, (i) ((1:(WRS_results[i]]), () WRS_results[i]][rep]]$IAD2))),
lty = 1, lwd = 3, = 'l', = 1, = 'green')
(x = ((1:11, (i) ((1:(CMC_results[i]]), () CMC_results[i]][rep]]$))), 2),
y = (1:11, (i) ((1:(CMC_results[i]]), () CMC_results[i]][rep]]$IAD2))),
lty = 4, lwd = 3, = 'b', = 3, = 'red')
(x = ((1:11, (i) ((1:(CMC_results[i]]), () CMC_results[i]][rep]]$))), 2),
y = (1:11, (i) ((1:(CMC_results[i]]), () CMC_results[i]][rep]]$IAD2))),
lty = 1, lwd = 3, = 'l', = 3, = 'red')
(x = ((1:11, (i) ((1:(CMC_results[i]]), () CMC_results[i]][rep]]$))), 2),
y = (1:11, (i) ((1:(CMC_results[i]]), () CMC_results[i]][rep]]$IAD2))),
lty = 1, lwd = 3, = 'l', = 3, = 'red')
(x = -2, y = 0.7,
= ('D&C-GBF (regular mesh)',
'D&C-GBF (adaptive mesh)',
'CMC',
'KDEMC',
'WRS'),
lwd = (3, 6),
lty = (3,2,4,5,6),
= (5,4,3,2,1),
= (('black', 2), ('red', 'blue', 'green')),
cex = 1.25,
text.font = 2,
bty = 'n')
##### log(IAD, 2) #####
(x = ((1:8, (i) balanced_C64_results$adaptive[i]]$), 2),
y = ((1:8, (i) balanced_C64_results$adaptive[i]]$IAD2), 2),
= (-6, 1),
= (-2, 18),
xlab = '',
ylab = '',
xaxt = 'n', lty = 2, lwd = 3, = 4, = 'b')
('log(Time elapsed in seconds, 2)', 1, 2.75, font = 2, cex = 1.5)
('log(Integrated Absolute Distance, 2)', 2, 2.75, font = 2, cex = 1.5)
(1, at=(-4, 22, 2), = (-4, 22, 2), font = 2, cex = 1.5)
(1, at=(-4, 22, 1), =("", 27), lwd.ticks = 0.5)
(2, at=(-6, 1, 1), =(-6, 1, 1), font = 2, cex = 1.5)
(2, at=(-6, 1, 0.5), =("", 15), lwd.ticks = 0.5)
(x = ((1:8, (i) balanced_C64_results$reg[i]]$), 2),
y = ((1:8, (i) balanced_C64_results$reg[i]]$IAD2), 2),
lty = 3, lwd = 3, = 'b', = 5)
(h=(((1:11, (i) ((1:(CMC_results[i]]), () CMC_results[i]][rep]]$IAD2))), 2)),
= 'magenta', lty = 2, lwd = 3)
# abline(h=0.00, col = 'black', lty = 1, lwd = 3)
(x = ((1:9, (i) ((1:(KDEMC_results[i]]), () KDEMC_results[i]][rep]]$))), 2),
y = ((1:9, (i) ((1:(KDEMC_results[i]]), () KDEMC_results[i]][rep]]$IAD2))), 2),
lty = 5, lwd = 3, = 'b', = 2, = 'blue')
(x = ((1:9, (i) ((1:(KDEMC_results[i]]), () KDEMC_results[i]][rep]]$))), 2),
y = ((1:9, (i) ((1:(KDEMC_results[i]]), () KDEMC_results[i]][rep]]$IAD2))), 2),
lty = 1, lwd = 3, = 'l', = 2, = 'blue')
(x = ((1:9, (i) ((1:(KDEMC_results[i]]), () KDEMC_results[i]][rep]]$))), 2),
y = ((1:9, (i) ((1:(KDEMC_results[i]]), () KDEMC_results[i]][rep]]$IAD2))), 2),
lty = 1, lwd = 3, = 'l', = 2, = 'blue')
(x = ((1:11, (i) ((1:(WRS_results[i]]), () WRS_results[i]][rep]]$))), 2),
y = ((1:11, (i) ((1:(WRS_results[i]]), () WRS_results[i]][rep]]$IAD2))), 2),
lty = 6, lwd = 3, = 'b', = 1, = 'green')
(x = ((1:11, (i) ((1:(WRS_results[i]]), () WRS_results[i]][rep]]$))), 2),
y = ((1:11, (i) ((1:(WRS_results[i]]), () WRS_results[i]][rep]]$IAD2))), 2),
lty = 1, lwd = 3, = 'l', = 1, = 'green')
(x = ((1:11, (i) ((1:(WRS_results[i]]), () WRS_results[i]][rep]]$))), 2),
y = ((1:11, (i) ((1:(WRS_results[i]]), () WRS_results[i]][rep]]$IAD2))), 2),
lty = 1, lwd = 3, = 'l', = 1, = 'green')
(x = ((1:11, (i) ((1:(CMC_results[i]]), () CMC_results[i]][rep]]$))), 2),
y = ((1:11, (i) ((1:(CMC_results[i]]), () CMC_results[i]][rep]]$IAD2))), 2),
lty = 4, lwd = 3, = 'b', = 3, = 'red')
(x = ((1:11, (i) ((1:(CMC_results[i]]), () CMC_results[i]][rep]]$))), 2),
y = ((1:11, (i) ((1:(CMC_results[i]]), () CMC_results[i]][rep]]$IAD2))), 2),
lty = 1, lwd = 3, = 'l', = 3, = 'red')
(x = ((1:11, (i) ((1:(CMC_results[i]]), () CMC_results[i]][rep]]$))), 2),
y = ((1:11, (i) ((1:(CMC_results[i]]), () CMC_results[i]][rep]]$IAD2))), 2),
lty = 1, lwd = 3, = 'l', = 3, = 'red')
(x = -2, y = 1,
= ('D&C-GBF (regular mesh)',
'D&C-GBF (adaptive mesh)',
'CMC',
'KDEMC',
'WRS'),
lwd = (3, 6),
lty = (3,2,4,5,6),
= (5,4,3,2,1),
= (('black', 2), ('red', 'blue', 'green')),
cex = 1.25,
text.font = 2,
bty = 'n')
