From 7ceb4c2e3897f120ddc7a69e106a509818f60957 Mon Sep 17 00:00:00 2001 From: Wolfgang Bangerth Date: Tue, 16 Apr 2019 17:19:39 -0600 Subject: [PATCH] Update the MCMC-Laplace Readme.md file. --- MCMC-Laplace/Readme.md | 14 ++++++++++++++ 1 file changed, 14 insertions(+) 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. -- 2.39.5