27. 悪魔の囁き(モデル最適化)
Consort(Fit)
␎
Demonic
Suggesaon
Due
to
the
combinaaon
of
the
following
condiaons,
1.
Adapave
Metropolis-‐within-‐Gibbs
2.
The
acceptance
rate
(0.4383182)
is
within
the
interval
[0.15,0.5]
3.
At
least
one
target
MCSE
is
=
6.27%
of
its
marginal
posterior
standard
deviaaon.
4.
At
least
one
target
distribuaon
has
an
effecave
sample
size
(ESS)
less
than
100.
The
worst
mixing
chain
is:
beta[3]
(ESS=13.60738).
5.
Each
target
distribuaon
became
staaonary
by
801
iteraaons.
୰␎
Laplace's
Demon
has
not
been
appeased,
and
suggests
copy/pasang
the
following
R
code
into
the
R
console,
and
running
it.
Iniaal.Values
-‐
as.iniaal.values(Fit)
Fit
-‐
LaplacesDemon(Model,
Data=MyData,
Iniaal.Values,
Covar=NULL,
Iteraaons=40000,
Status=200,
Thinning=40,
Algorithm=CHARM,
Specs=NULL)
次にどういう設定で回せばいいかもついてくる
29. 悪魔の囁き2(モデル最適化)
Consort(Fit2)
␎
Demonic
Suggesaon
Due
to
the
combinaaon
of
the
following
condiaons,
1.
Componentwise
Hit-‐And-‐Run
Metropolis
2.
The
acceptance
rate
(0.7638741)
is
above
0.5.
3.
At
least
one
target
MCSE
is
=
6.27%
of
its
marginal
posteriorstandard
deviaaon.
4.
Each
target
distribuaon
has
an
effecave
sample
size
(ESS)
of
at
least
100.
5.
Each
target
distribuaon
became
staaonary
by
1
iteraaon.
୰␎
Laplace's
Demon
has
not
been
appeased,
and
suggests
copy/pasang
the
following
R
code
into
the
R
console,
and
running
it.
Iniaal.Values
-‐
as.iniaal.values(Fit)
Fit
-‐
LaplacesDemon(Model,
Data=MyData,
Iniaal.Values,
Covar=NULL,
Iteraaons=364000,
Status=94545,
Thinning=364,
Algorithm=CHARM,
Specs=list(alpha.star=0.44))
まだ基準を満たさないからおかわり
31. 悪魔の囁き3(モデル最適化)
Consort(Fit3)
␎
Demonic
Suggesaon
Due
to
the
combinaaon
of
the
following
condiaons,
1.
Componentwise
Hit-‐And-‐Run
Metropolis
2.
The
acceptance
rate
(0.4399505)
is
within
the
interval
[0.15,0.5].
#ᇶ‽ෆ䛻䛿䛔䛳䛯
3.
Each
target
MCSE
is
6.27%
of
its
marginal
posterior
standard
deviaaon.
#SD䛜ᇶ‽ෆ
4.
Each
target
distribuaon
has
an
effecave
sample
size
(ESS)
of
at
least
100.
#༑ศ䝃䞁䝥䝸䞁䜾䛥䜜䛯
5.
Each
target
distribuaon
became
staaonary
by
1
iteraaon.
#᭱ึ䛛䜙ᐃᖖศᕸ
Laplace's
Demon
has
been
appeased,
and
suggests
the
marginal
posterior
samples
should
be
ploHed
and
subjected
to
any
other
MCMC
diagnosac
deemed
fit
before
using
these
samples
for
inference.
Laplace's
Demon
is
finished
consorang.
基準を満たせばそれ以上囁かれない