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main.cpp
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86 lines (59 loc) · 2.05 KB
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#include "likelihoods/Gaussian.h"
#include "likelihoods/TopologicalTrap.h"
#include "likelihoods/Rosenbrock.h"
#include "LikelihoodPlots.h"
#include "Logger.h"
#include "RejectionSampler.h"
#include "CHMC.h"
#include "NestedSampler.h"
#include "types.h"
#include <Eigen/Dense>
const int n = 10;
const double kappa = 0.0; // k = 2 is below transition temp
const double lambda = 1.5;
const int d = 50;
const Eigen::VectorXd mean = Eigen::VectorXd::Zero(d);
const Eigen::VectorXd var = Eigen::VectorXd::Ones(d);
const double priorWidth = 6;
const double epsilon = 0.1;
const int pathLength = 100;
const int numLive = 500;
const int maxIters = 20000;
const double precisionCriterion = 1e-2;
NSConfig config = {
numLive,
maxIters,
precisionCriterion,
};
void runGaussian() {
Logger logger = Logger("Gaussian");
GaussianLikelihood likelihood = GaussianLikelihood(mean, var, priorWidth);
// StaticParams params = StaticParams(likelihood.GetDimension());
Adapter params = Adapter(epsilon, pathLength, likelihood.GetDimension());
//RejectionSampler sampler = RejectionSampler(likelihood, epsilon);
CHMC sampler = CHMC(likelihood, params);
NestedSampler NS = NestedSampler(sampler, likelihood, logger, config);
NS.SetAdaption(¶ms);
NS.Initialise();
NS.Run();
}
void runTopoTrap() {
int d = 4;
Logger logger = Logger("TopoTrap");
TopologicalTrap likelihood = TopologicalTrap(d);
// StaticParams params = StaticParams(likelihood.GetDimension());
Adapter params = Adapter(epsilon, pathLength, likelihood.GetDimension());
//RejectionSampler sampler = RejectionSampler(likelihood, epsilon);
CHMC sampler = CHMC(likelihood, params);
NestedSampler NS = NestedSampler(sampler, likelihood, logger, config);
NS.SetAdaption(¶ms);
NS.Initialise();
NS.Run();
}
int main() {
//generateLikelihoodPlot();
// runGaussian();
// runTopoTrap();
RosenbrockLikelihood rosenbrock = RosenbrockLikelihood(4, 10, 5);
generateLikelihoodPlot(rosenbrock, {-1, 1}, {-1, 1});
}