Table 1.
Method | AP | s/iter | minESS(f)/s | spdup(f) | ESS(τ)/s | spdup(τ) | |
---|---|---|---|---|---|---|---|
ES2 | 1.00 | 1.62E-03 | 0.19 | 1.00 | 0.27 | 1.00 | |
MALA | 0.77 | 1.06E-03 | 0.70 | 3.76 | 2.13 | 7.86 | |
I | aMALA | 0.64 | 7.73E-03 | 0.14 | 0.73 | 0.10 | 0.37 |
HMC | 0.75 | 9.39E-03 | 1.88 | 10.08 | 1.77 | 6.52 | |
splitHMC | 0.72 | 6.71E-03 | 2.64 | 14.17 | 2.71 | 10.02 | |
ES2 | 1.00 | 1.68E-03 | 0.22 | 1.00 | 0.28 | 1.00 | |
MALA | 0.76 | 1.05E-03 | 0.55 | 2.53 | 2.11 | 7.40 | |
II | aMALA | 0.66 | 8.00E-03 | 0.06 | 0.29 | 0.12 | 0.41 |
HMC | 0.73 | 1.23E-02 | 2.94 | 13.47 | 1.34 | 4.69 | |
splitHMC | 0.75 | 7.12E-03 | 5.22 | 23.93 | 2.73 | 9.58 | |
ES2 | 1.00 | 1.67E-03 | 0.21 | 1.00 | 0.33 | 1.00 | |
MALA | 0.75 | 1.12E-03 | 0.55 | 2.66 | 1.91 | 5.81 | |
III | aMALA | 0.65 | 8.11E-03 | 0.07 | 0.34 | 0.10 | 0.31 |
HMC | 0.75 | 1.27E-02 | 2.23 | 10.68 | 1.05 | 3.20 | |
splitHMC | 0.75 | 7.66E-03 | 3.78 | 18.09 | 2.04 | 6.23 | |
ES2 | 1.00 | 1.66E-03 | 0.25 | 1.00 | 0.14 | 1.00 | |
MALA | 0.83 | 1.11E-03 | 0.51 | 2.05 | 1.69 | 12.18 | |
IV | aMALA | 0.65 | 8.18E-03 | 0.07 | 0.30 | 0.08 | 0.60 |
HMC | 0.81 | 1.17E-02 | 0.58 | 2.30 | 0.87 | 6.25 | |
splitHMC | 0.76 | 7.78E-03 | 0.80 | 3.21 | 1.38 | 9.96 |
The true population trajectories are (I) logistic, (II) exponential growth, (III) boombust and (IV) bottleneck. AP, acceptance probability; s/iter, seconds per sampling iteration; ‘spdup’, speedup of efficiency measurement minESS/s using ES2 as baseline.