Percentiles Bayes Plot for QMM

[greenTara]

Let's start with delta = 0 to verify we get the same as the MM plot.

We also need to add a plot underneath with the same horizontal scale showing the value of mu at the estimation time.

[alexlafleur]

Delta=0 Plot

Deciles_Bayes_QMM.pdf

Parameter and Intermediate Printouts

[greenTara]

Is this plot for a single model (numruns = 1)?
Please print out all parameters and include in the comment with the plot, includling the additional parameters for the QMM model. I don't see any parameters in the attached text file.

[greenTara]

The QMM parameters include:

tauquasi
edgewidth
edgeshift
gammamin
gammamax
delta
gamma

[greenTara]

The decile plot itself looks like it is working ok for delta = 0.

[alexlafleur]

Deciles_Bayes_QMM.pdf

Parameter and Intermediate Printouts

[alexlafleur]

Deciles_Bayes_QMM_Mu.pdf

For a test, I executed the script with num_trajectories=5, numsims=1.
Deciles_Bayes_QMM_Mu.pdf

[alexlafleur]

Edgeshift=1
Deciles_Bayes_QMM_Mu.pdf

evaluate_deciles_qmm_mu.txt

[alexlafleur]

Edgeshit=100
Deciles_Bayes_QMM_Mu.pdf

evaluate_deciles_qmm_mu.txt

[alexlafleur]

Tauquasi = 4
Deciles_Bayes_QMM_Mu.pdf

evaluate_deciles_qmm_mu.txt

[alexlafleur]

Edgeshift=8
Tauquasi=4
num_estimations_min=2
Deciles_Bayes_QMM_Mu.pdf
evaluate_deciles_qmm_mu.txt

[alexlafleur]

Edgeshift=64
Tauquasi=4
num_estimations_min=5

Deciles_Bayes_QMM_Mu.pdf
evaluate_deciles_qmm_mu.txt

[alexlafleur]

Deciles_Bayes_QMM_Mu.pdf
evaluate_deciles_qmm_mu.txt

[alexlafleur]

With random seed 1101
num_estimations_min=7
Deciles_Bayes_QMM_Mu_Delta_0.pdf
evaluate_deciles_qmm_mu.txt

[alexlafleur]

With random seed 1101
num_estimations_min=7
Deciles_Bayes_QMM_Mu_Delta_0_1.pdf
evaluate_deciles_qmm_mu.txt

[alexlafleur]

Edgeshift=52
With random seed 1101
num_estimations_min=7
Deciles_Bayes_QMM_Mu_Delta_0.pdf
evaluate_deciles_qmm_mu.txt

[alexlafleur]

Edgeshift=48
With random seed 1101
num_estimations_min=9
Deciles_Bayes_QMM_Mu_Delta_0.1.pdf
evaluate_deciles_qmm_mu.txt

[greenTara]

Some plots to generate:

Delta: 0.2, 0.5, 1.0
with all other factors the same.

Also with these values of delta,
Edgewidth = 8, 64, 256

[alexlafleur]

Delta=0.2
Edgewidth = 8
Deciles_Bayes_QMM_Mu_Delta_0.2.pdf
evaluate_deciles_qmm_mu.txt

[alexlafleur]

Delta=0.5
Edgewidth = 64
Deciles_Bayes_QMM_Mu_Delta_0.5.pdf
evaluate_deciles_qmm_mu.txt

[alexlafleur]

Delta=1
Edgewidth=256

[Deciles_Bayes_QMM_Mu_Delta_1.pdf](https://github.com/ag-csw/LDStreamHMMLearn/files/642053
/Deciles_Bayes_QMM_Mu_Delta_1.pdf)
evaluate_deciles_qmm_mu.txt

[alexlafleur]

Delta = 1
Edgewidth=4
Num_trajs=8
Deciles_Bayes_QMM_Mu_Delta_1.pdf
evaluate_deciles_qmm_mu.txt

[alexlafleur]

Delta=0.5
Edgewidth=4
Num_trajs=8
Deciles_Bayes_QMM_Mu_Delta_0.5.pdf
evaluate_deciles_qmm_mu.txt

[alexlafleur]

Delta=0.2
Edgewidth=4
Num_trajs=8
Deciles_Bayes_QMM_Mu_Delta_0.2.pdf
evaluate_deciles_qmm_mu.txt

[alexlafleur]

Deciles_Bayes_QMM_Mu_Delta_0.2.pdf

Numruns 1
Statconc: [ 1. 1. 1. 1.]
Timescaledisp: 2
Edgewidth: 4
Edgeshift: 96
Gammamin: 1
Gammamax: 1.01
Delta: 0.2
Gamma: 1.00837315683
Simulating data
num_trajectories = 256
numsims = 32
num_trajs per simulation = 8
Parameter Overview:
taumeta: 4
tauquasi: 4
eta: 16
scale_window : 16
shift: 64
window_size: 1024
num_estimations: 34
len_trajectory: 3201
num_trajectories: 8
num_trajectorieslen_trajectory: 25608
NAIVE window_size * num_estimations 35840
BAYES window_size + num_estimationsshift 3200

[alexlafleur]

Deciles_Bayes_QMM_Mu_Delta_0.2.pdf
Numruns 1
Statconc: [ 1. 1. 1. 1.]
Timescaledisp: 2
Edgewidth: 4
Edgeshift: 128
Gammamin: 1
Gammamax: 1.01
Delta: 0.2
Gamma: 1.00837315683
Simulating data
num_trajectories = 256
numsims = 32
num_trajs per simulation = 8
Parameter Overview:
taumeta: 4
tauquasi: 4
eta: 16
scale_window : 16
shift: 64
window_size: 1024
num_estimations: 48
len_trajectory: 4097
num_trajectories: 8
num_trajectorieslen_trajectory: 32776
NAIVE window_size * num_estimations 50176
BAYES window_size + num_estimationsshift 4096

[alexlafleur]

Deciles_Bayes_QMM_Mu_Delta_0.pdf
Numruns 1
Statconc: [ 1. 1. 1. 1.]
Timescaledisp: 2
Edgewidth: 4
Edgeshift: 128
Gammamin: 1
Gammamax: 1.01
Delta: 0
Gamma: 1.00713131633
Simulating data
num_trajectories = 256
numsims = 32
num_trajs per simulation = 8
Parameter Overview:
taumeta: 4
tauquasi: 4
eta: 16
scale_window : 16
shift: 64
window_size: 1024
num_estimations: 48
len_trajectory: 4097
num_trajectories: 8
num_trajectorieslen_trajectory: 32776
NAIVE window_size * num_estimations 50176
BAYES window_size + num_estimationsshift 4096

[alexlafleur]

Current Time 1023
Mu at Current Time 7.16093850883e-15
TM at Current Time [[ 0.93620659 0.02020545 0.03760998 0.00597798]
[ 0.07053943 0.88780283 0.03583715 0.0058206 ]
[ 0.05236292 0.0241041 0.91465715 0.00887582]
[ 0.04702273 0.02403464 0.05817443 0.8707682 ]]
Current Time 1087
Mu at Current Time 5.30686605771e-14
TM at Current Time [[ 0.93620659 0.02020545 0.03760998 0.00597798]
[ 0.07053943 0.88780283 0.03583715 0.0058206 ]
[ 0.05236292 0.0241041 0.91465715 0.00887582]
[ 0.04702273 0.02403464 0.05817443 0.8707682 ]]
Current Time 1151
Mu at Current Time 3.92130772298e-13
TM at Current Time [[ 0.93620659 0.02020545 0.03760998 0.00597798]
[ 0.07053943 0.88780283 0.03583715 0.0058206 ]
[ 0.05236292 0.0241041 0.91465715 0.00887582]
[ 0.04702273 0.02403464 0.05817443 0.8707682 ]]
Current Time 1215
Mu at Current Time 2.89762658312e-12
TM at Current Time [[ 0.93620659 0.02020545 0.03760998 0.00597798]
[ 0.07053943 0.88780283 0.03583715 0.0058206 ]
[ 0.05236292 0.0241041 0.91465715 0.00887582]
[ 0.04702273 0.02403464 0.05817443 0.8707682 ]]
Current Time 1279
Mu at Current Time 2.14106510299e-11
TM at Current Time [[ 0.93620659 0.02020545 0.03760998 0.00597798]
[ 0.07053943 0.88780283 0.03583715 0.0058206 ]
[ 0.05236292 0.0241041 0.91465715 0.00887582]
[ 0.04702273 0.02403464 0.05817443 0.8707682 ]]
Current Time 1343
Mu at Current Time 1.58204616074e-10
TM at Current Time [[ 0.93620659 0.02020545 0.03760998 0.00597798]
[ 0.07053943 0.88780283 0.03583715 0.0058206 ]
[ 0.05236292 0.0241041 0.91465715 0.00887582]
[ 0.04702273 0.02403464 0.05817443 0.8707682 ]]
Current Time 1407
Mu at Current Time 1.1689825774e-09
TM at Current Time [[ 0.93620659 0.02020545 0.03760998 0.00597798]
[ 0.07053943 0.88780283 0.03583715 0.0058206 ]
[ 0.05236292 0.0241041 0.91465715 0.00887582]
[ 0.04702273 0.02403464 0.05817443 0.8707682 ]]
Current Time 1471
Mu at Current Time 8.63767796178e-09
TM at Current Time [[ 0.93620659 0.02020545 0.03760997 0.00597798]
[ 0.07053943 0.88780283 0.03583715 0.0058206 ]
[ 0.05236292 0.0241041 0.91465715 0.00887582]
[ 0.04702273 0.02403464 0.05817443 0.8707682 ]]
Current Time 1535
Mu at Current Time 6.38242834139e-08
TM at Current Time [[ 0.93620659 0.02020545 0.03760997 0.00597798]

[alexlafleur]

Numruns 1
Statconc: [ 1. 1. 1. 1.]
Timescaledisp: 2
Edgewidth: 4
Edgeshift: 128
Gammamin: 1
Gammamax: 1.01
Delta: 0.2
Gamma: 1.00837315683
Simulating data
num_trajectories = 256
numsims = 32
num_trajs per simulation = 8
Parameter Overview:
taumeta: 4
tauquasi: 4
eta: 16
scale_window : 16
shift: 64
window_size: 1024
num_estimations: 48
len_trajectory: 4097
num_trajectories: 8
num_trajectorieslen_trajectory: 32776
NAIVE window_size * num_estimations 50176
BAYES window_size + num_estimationsshift 4096

Current Time 1023
Mu at Current Time 7.16093850883e-15
TM at Current Time [[ 0.93620659 0.02020545 0.03760998 0.00597798]
[ 0.07053943 0.88780283 0.03583715 0.0058206 ]
[ 0.05236292 0.0241041 0.91465715 0.00887582]
[ 0.04702273 0.02403464 0.05817443 0.8707682 ]]
Current Time 1087
Mu at Current Time 5.30686605771e-14
TM at Current Time [[ 0.93620659 0.02020545 0.03760998 0.00597798]
[ 0.07053943 0.88780283 0.03583715 0.0058206 ]
[ 0.05236292 0.0241041 0.91465715 0.00887582]
[ 0.04702273 0.02403464 0.05817443 0.8707682 ]]
Current Time 1151
Mu at Current Time 3.92130772298e-13
TM at Current Time [[ 0.93620659 0.02020545 0.03760998 0.00597798]
[ 0.07053943 0.88780283 0.03583715 0.0058206 ]
[ 0.05236292 0.0241041 0.91465715 0.00887582]
[ 0.04702273 0.02403464 0.05817443 0.8707682 ]]
Current Time 1215
Mu at Current Time 2.89762658312e-12
TM at Current Time [[ 0.93620659 0.02020545 0.03760998 0.00597798]
[ 0.07053943 0.88780283 0.03583715 0.0058206 ]
[ 0.05236292 0.0241041 0.91465715 0.00887582]
[ 0.04702273 0.02403464 0.05817443 0.8707682 ]]
Current Time 1279
Mu at Current Time 2.14106510299e-11
TM at Current Time [[ 0.93620659 0.02020545 0.03760998 0.00597798]
[ 0.07053943 0.88780283 0.03583715 0.0058206 ]
[ 0.05236292 0.0241041 0.91465715 0.00887582]
[ 0.04702273 0.02403464 0.05817443 0.8707682 ]]
Current Time 1343
Mu at Current Time 1.58204616074e-10
TM at Current Time [[ 0.93620659 0.02020545 0.03760998 0.00597798]
[ 0.07053943 0.88780283 0.03583715 0.0058206 ]
[ 0.05236292 0.0241041 0.91465715 0.00887582]
[ 0.04702273 0.02403464 0.05817443 0.8707682 ]]
Current Time 1407
Mu at Current Time 1.1689825774e-09
TM at Current Time [[ 0.93620659 0.02020545 0.03760998 0.00597798]
[ 0.07053943 0.88780283 0.03583715 0.0058206 ]
[ 0.05236292 0.0241041 0.91465715 0.00887582]
[ 0.04702273 0.02403464 0.05817443 0.8707682 ]]
Current Time 1471
Mu at Current Time 8.63767796178e-09
TM at Current Time [[ 0.93620659 0.02020545 0.03760997 0.00597798]
[ 0.07053943 0.88780283 0.03583715 0.0058206 ]
[ 0.05236292 0.0241041 0.91465715 0.00887582]
[ 0.04702273 0.02403464 0.05817443 0.8707682 ]]
Current Time 1535
Mu at Current Time 6.38242834139e-08
TM at Current Time [[ 0.93620659 0.02020545 0.03760997 0.00597798]
[ 0.07053943 0.88780283 0.03583715 0.0058206 ]
[ 0.05236292 0.0241041 0.91465715 0.00887582]
[ 0.04702273 0.02403464 0.05817443 0.8707682 ]]

Mean Error Values: [0.026900390407634679, 0.026487959547234659, 0.026371743540016215, 0.026058675413958891, 0.026341695692404209, 0.026085129241899763, 0.026181652870564807, 0.026301357226336385, 0.026490314244742075, 0.027263698145661892, 0.026708046028690102, 0.027093521638468232, 0.026705168211816645, 0.026281696662821624, 0.026359483098434149, 0.026735609953965098, 0.026203569309121384, 0.026207115910270078, 0.026454542385539435, 0.026284778203748908, 0.026231035943473601, 0.025639438931464635, 0.025449511192637747, 0.026666827867684137, 0.027177702600081177, 0.027399698155350191, 0.027324393281464188, 0.027369350145145143, 0.027542970055314787, 0.027226917288331851, 0.025026575528892869, 0.019260776899486874, 0.017478008144701913, 0.018087178714074965, 0.017751302081677252, 0.017334221290740214, 0.017327483234945141, 0.017454255014777761, 0.016406343533274872, 0.016396225064162918, 0.016993315694030106, 0.016707418129165819, 0.016579936105311194, 0.015692355106793131, 0.016092772051300337, 0.016656757792221002, 0.016304742902234229, 0.016496414634735383, 0.015886500740220157]

[alexlafleur]

Deciles_Bayes_QMM_Mu_Delta_0.2.pdf
Numruns 1
Statconc: [ 1. 1. 1. 1.]
Timescaledisp: 2
Edgewidth: 4
Edgeshift: 256
Gammamin: 1
Gammamax: 1.01
Delta: 0.2
Gamma: 1.00837315683
Simulating data
num_trajectories = 256
numsims = 32
num_trajs per simulation = 8
Parameter Overview:
taumeta: 4
tauquasi: 4
eta: 16
scale_window : 16
shift: 64
window_size: 1024
num_estimations: 48
len_trajectory: 4097
num_trajectories: 8
num_trajectorieslen_trajectory: 32776
NAIVE window_size * num_estimations 50176
BAYES window_size + num_estimationsshift 4096

[alexlafleur]

Deciles_Bayes_QMM_Mu_Delta_0.2.pdf
evaluate_deciles_qmm_mu_0.2.txt

[alexlafleur]

Deciles_Bayes_QMM_Mu_Delta_0.2.pdf

Deciles_Bayes_QMM_Mu_Delta_0.2.pdf
evaluate_deciles_qmm_mu_0.2.txt

[greenTara]

I made some changes in parameter handling, but the main fix is to include the scaling by tauquasi when the data is simulated. Now the error behaves the way it is supposed to, that is it is close to the predicted formula except in a region around the non-stationary behavior that has a buffer of about window_size.

Deciles_Bayes_QMM_Mu_Delta_1.0.pdf

Numruns 1
Statconc: [ 1. 1. 1. 1.]
Timescaledisp: 2
Edgewidth: 4
Edgeshift: 64
Gammamin: 1
Gammamax: 1.01
Delta: 1.0
Gamma: 1.00222097524
Simulating data
num_trajectories = 512
numsims = 32
num_trajs per simulation = 16
Parameter Overview:
taumeta: 4
lag: 1
tauquasi: 8
eta: 8
scale_window : 8
shift: 32
window_size: 256
num_estimations: 128
len_trajectory: 4353
num_trajectories: 16
num_trajectorieslen_trajectory: 69648
NAIVE window_size * num_estimations 33024
BAYES window_size + num_estimationsshift 4352

Transition Matrix Error Calc: [[ 0.83971433 0.06173242 0.0596093 0.03894396]
[ 0.01116055 0.92779761 0.04130821 0.01973363]
[ 0.02699801 0.03281698 0.88764996 0.05253506]
[ 0.02560979 0.05728527 0.07012157 0.84698338]]