Updating defaults in DEMCz and DEMCzs. Improved NUTS sampler to find a reasonable epsilon and adapte the mass matrix.

HadenSmith · HadenSmith · commit 33a8dfdcd0ca · 2026-04-06T08:25:45.000-06:00
diff --git a/Numerics/Sampling/MCMC/DEMCz.cs b/Numerics/Sampling/MCMC/DEMCz.cs
@@ -78,7 +78,7 @@ public DEMCz(List<IUnivariateDistribution> priorDistributions, LogLikelihood log
             _b = new Normal(0, _noise);
         }
 
-        private double _noise = 1E-3;
+        private double _noise = 1E-12;
         private Normal _b;
 
         /// <summary>
diff --git a/Numerics/Sampling/MCMC/DEMCzs.cs b/Numerics/Sampling/MCMC/DEMCzs.cs
@@ -80,7 +80,7 @@ public DEMCzs(List<IUnivariateDistribution> priorDistributions, LogLikelihood lo
             _g = new Uniform(1.2, 2.2);
         }
 
-        private double _noise = 1E-3;
+        private double _noise = 1E-12;
         private Normal _b;
         private Uniform _g;
 
diff --git a/Numerics/Sampling/MCMC/NUTS.cs b/Numerics/Sampling/MCMC/NUTS.cs

Original file line number	Diff line number	Diff line change
`@@ -78,7 +78,7 @@ public DEMCz(List<IUnivariateDistribution> priorDistributions, LogLikelihood log`
`78`	`78`	`_b = new Normal(0, _noise);`
`79`	`79`	`}`
`80`	`80`
`81`		`- private double _noise = 1E-3;`
	`81`	`+ private double _noise = 1E-12;`
`82`	`82`	`private Normal _b;`
`83`	`83`
`84`	`84`	`/// <summary>`
Original file line number	Diff line number	Diff line change
`@@ -80,7 +80,7 @@ public DEMCzs(List<IUnivariateDistribution> priorDistributions, LogLikelihood lo`
`80`	`80`	`_g = new Uniform(1.2, 2.2);`
`81`	`81`	`}`
`82`	`82`
`83`		`- private double _noise = 1E-3;`
	`83`	`+ private double _noise = 1E-12;`
`84`	`84`	`private Normal _b;`
`85`	`85`	`private Uniform _g;`
`86`	`86`