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Recreate Multinest in Pints #282

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ben18785 opened this issue Mar 23, 2018 · 6 comments
Open

Recreate Multinest in Pints #282

ben18785 opened this issue Mar 23, 2018 · 6 comments
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@ben18785
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Again to avoid dependency issues it should be possible (and informative) to recreate the Multinest sampling algorithm in Pints. See here.
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Note to self: add in importance nested sampling as an option. See: https://arxiv.org/pdf/1306.2144.pdf

@MichaelClerx MichaelClerx mentioned this issue Jul 31, 2018
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@MichaelClerx MichaelClerx assigned ben18785 and unassigned ben18785 Jul 31, 2018
@ben18785 ben18785 self-assigned this Aug 29, 2018
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MichaelClerx commented Nov 13, 2018 •
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Current notebook is here: https://github.com/pints-team/pints/blob/master/studies/multinest.ipynb (in master), as suggested in #480

@MichaelClerx MichaelClerx mentioned this issue Nov 13, 2018
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For an alternative plan of adding a wrapper to existing software, see #161

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ben18785 commented Jan 31, 2019 •
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Have now recapitulated ellipsoidal results from paper (see f42dad0)

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ben18785 commented Feb 6, 2019

Am adding to project for PINTS paper as nearly done.

This was referenced Feb 10, 2020
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ben18785 added a commit that referenced this issue Mar 11, 2021
@ben18785
#282 cleaned up multinest
2b45b98 
- added getter for ellipsoidtree
- corrected pseudocode to be more representative of actual approach
- added enlargement factor capacity
- made ellipsoid gap used
- corrected hyperparameters
ben18785 added a commit that referenced this issue Mar 11, 2021
@ben18785
Cleans up docstrings for MultiNest
316c275 
Addresses #282
ben18785 added a commit that referenced this issue Mar 12, 2021
@ben18785
multiNest notebook cleaned up
c084e01 
addresses #282
ben18785 added a commit that referenced this issue Mar 12, 2021
@ben18785
removed recursion from MultiNest
6110010 
- also added max number of tries for while loop for kmeans

addresses #282
ben18785 added a commit that referenced this issue Mar 12, 2021
@ben18785
Added error handling and recursion for multiNest
1996e4b 
- Error handling for singular matrix issue when forming bounding ellipse
- Added back in recursion as it was used in the Matlab implementation we were following
- Cleaned up the notebook and removed the logistic example as Goodwin is better
- Improved docstrings for algo pseudocode

Addresses #282
ben18785 added a commit that referenced this issue Mar 12, 2021
@ben18785
Added tests to Multinest
a9eed9f 
addresses #282
ben18785 added a commit that referenced this issue Mar 13, 2021
@ben18785
Added test coverage for MultiNest
4f3c3a7 
addresses #282
ben18785 added a commit that referenced this issue Mar 13, 2021
@ben18785
Cleaned up MultiNest notebook and ellipsoidal one
bb29984 
addresses #282
ben18785 added a commit that referenced this issue Mar 13, 2021
@ben18785
Corrected failing docs and copyright test for MultiNest
cdfba3f 
addresses #282
ben18785 added a commit that referenced this issue Mar 13, 2021
@ben18785
Added coverage for MultiNest logging
ae3dce7 
addresses #282
ben18785 added a commit that referenced this issue Mar 13, 2021
@ben18785
Changed from integer to float division in Python 2.7 for multinest test
a01a9d1 
addresses #282
ben18785 added a commit that referenced this issue Mar 20, 2021
@ben18785
Removed redundant add function from Ellipsoid
bb24a1f 
addresses #282
ben18785 added a commit that referenced this issue Mar 20, 2021
@ben18785
Changed add to set in MultiNest
2c88bae 
addresses #282
ben18785 added a commit that referenced this issue Mar 22, 2021
@ben18785
Changed Multinest to MultiNest
9d949dc 
addresses #282
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PR: #1319

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Multinest pints-team/pints
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@MichaelClerx @martinjrobins @ben18785