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ForModLabUHel avatar ForModLabUHel commented on July 20, 2024

To remove the unreasonable points we could also try to implement in DE the algorithm that is used in DREAM to remove the outliers and limit its use in the burn-in phase to avoid problems in a detailed balance proof.

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florianhartig avatar florianhartig commented on July 20, 2024

Yes, that is another option.

In any case, we could also use #8 during adaptation only

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stefan-paul avatar stefan-paul commented on July 20, 2024

We already have the sampler @checcomi described.
If you set nCR = 1 and DEpairs = 2 in DREAM then it is
basically a DE sampler that removes outliers during burn-in.

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florianhartig avatar florianhartig commented on July 20, 2024

good point. I will try this!

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ForModLabUHel avatar ForModLabUHel commented on July 20, 2024

@stefan-paul good!
Does the outlier remover works only in the burn-in?

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stefan-paul avatar stefan-paul commented on July 20, 2024

@checcomi yes.

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florianhartig avatar florianhartig commented on July 20, 2024

I'll close this now, this is too diffuse ... most of this is probably addressed by the adaptation issue #87

As for the rest - if DEzs has low acceptance, it's probably an issue of the settings or of the sampler in general, for the particular function that it is used on.

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