Running AutoMix

The sampler is run by typing the name of the executable, followed by run-time flags separated by spaces. The run-time flags control a number of options within the sampler. If flags are not supplied default values are used. The flags can be used in any order.

Command-line Arguments

The flags can be summarised as follows (I is assumed to be a positive integer):

-m <mode>

Controls the mode of the sampler.

• Mode 0 is mixture fitting.
• Mode 1 skips stage 1 and 2 if a file containing the mixture parameters is supplied.
• Mode 2 fits AutoMix version of AutoRJ sampler (see Green, 2003 - full reference in thesis).

Default uses D=0.

-n <iters>

Run the sampler for max(iters, nkk * 10000, 100000) iterations in the stage 1 RWM for each model k.

Default value is 100,000.

-N <iters>

Run the sampler for iters Reversible jump iterations in stage 3.

Default uses I=100000.

-s <seed>

Initialises the random number generator with seed I.

Default uses clock as seed.

-a <adapt>

Controls whether or not adaptation is done in stage 3 RJ.

If adapt=0 no adaptation is done, if adapt=1 adaptation is done. Default is 1.

-p <perm>

Controls whether or not random permutation is done in stage 3 RJ.

If perm=0 no permutation is done, if perm=1 permutation is done. Default is 0.

-t <dof>

Controls whether standard Normal or T distributed variables are used in RWM and in RJ moves.

If dof=0 Normal variables are used, otherwise t-distributed variables with dof degrees of freedom are used. Default is 0.

-f <basestring>

Uses the string basestring as the basis for filenames (e.g. if basestring=output, filenames will be named output_log.data, output_mix.data etc).

Default is “output”.

[-h, --help]

Prints help information on command line arguments and exits.

[-v, --version]

Prints AutoMix version number and exits.

Example

As an example, typing:

amtoy1 -m 0 -N 1000000 -p 1 -f toy1

runs the optimized mixture fitting version of the toy1 problem (see thesis, section 5.5.1) with 1 million RJ sweeps, enabling permutation and storing the output in files of the type toy1_*.data. Running the sampler produces a summary of how the run is progressing.

For each of the models:

• In stage 1 a countdown of the number of iterations remaining is printed to screen;
• In stage 2 a summary of the mixture fitting is printed to screen. This summary consists of a countdown of the number of components in the current mixture, with the iteration number that the last component was removed and an indicator n if the component was annihilated naturally, and f if the annihilation was forced.
• In the RJ stage 3 a countdown of the number of iterations remaining is printed to screen. No summary statistics are printed to screen. Instead all output from the sampler is written to files.