Annealing scheme for lambda
When lambda is sampled from the posterior distribution
right from the start, mixing and convergence of the Markov
chain might be prohibitively slow. The program therefore
offers an annealing scheme. During the burn-in period,
lambda is sampled from a mixed distribution, where the
mixing parameter increases linearly from 0 (pure prior)
to 1 (pure posterior).
There are two options for mixing the distributions.
One can either mix the parameters of the distribution,
or one can mix the distributions themselves.
The following figures demonstrate the difference
between these mixing schemes. The numbers over the
subfigures show the respective value of the
mixing parameter.
You select this annealing scheme with the following choice
in the run settings menu:
Annealing scheme for lambda: PAR
You select this annealing scheme with the following choice
in the run settings menu:
Annealing scheme for lambda: PROB
Obviously, mixing the distributions
rather than the parameters results in a distribution
with longer tails, which can be advantageous to leave
a metastable state during equilibration.
Last modified: July 2001
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