Demonstration of Gibbs sampling

• cmake
• gsl

mpicc gibbs.c -lm -lgsl -o gibbs

Example Usage: mpirun-openmpi-mp -np 3 gibbs

The program outputs 5 different Markov chain files.

Three copies using the same sampler but different seeds and number of steps (to check internal consistency of samplers)

• standard_mcmc_0.dat
• standard_mcmc_1.dat
• standard_mcmc_2.dat

And two different ways of Gibbs sampling. One in serial (the right way) serial_gibbs.dat and one in parallel (the approximate way) parallel_gibbs.dat

The chain files all have the same format: Each row is a sample from the chain, and each column is on of the parameters:

 x[0] y[0] z[0]
 x[1] y[1] z[1]
 x[2] y[2] z[2]
 ...

An included jupyter notebook GibbsTests.ipynb displays corner plots of the posteriors.

• Tyson B. Littenberg

This project is licensed under the GNU General Public License v3.0 - see the LICENSE.md file for details