From: Wolfgang Bangerth Date: Tue, 16 Apr 2019 23:19:39 +0000 (-0600) Subject: Update the MCMC-Laplace Readme.md file. X-Git-Url: https://gitweb.dealii.org/cgi-bin/gitweb.cgi?a=commitdiff_plain;h=refs%2Fpull%2F54%2Fhead;p=code-gallery.git Update the MCMC-Laplace Readme.md file. --- diff --git a/MCMC-Laplace/Readme.md b/MCMC-Laplace/Readme.md index 2b0a14b..094ef22 100644 --- a/MCMC-Laplace/Readme.md +++ b/MCMC-Laplace/Readme.md @@ -223,3 +223,17 @@ representation of this random seed, so that it is safe to run the same program multiple times at the same time in the same directory, with each running program writing a different sequence of samples into separate files. + +The end result of the program is a file that contains the +samples. Each line has 66 entries: +- The first entry is the logarithm of the (non-normalized) posterior + probability of the sample; because the posterior is only known up to + a normalization constant, the absolute value is not relevant, but + the relative values of different samples are informative. +- The second entry is the number of samples accepted up to this + point. By counting how many lines one is into a given file (i.e., + counting the total number of samples up to this point), this number + is useful to compute the acceptance rate of the Metropolis-Hastings + algorithm. +- The remaining 64 numbers are the entries of the current sample + vector.