matflow.subset_simulation.markov_chain.DAMarkovChainResult#

class matflow.subset_simulation.markov_chain.DAMarkovChainResult(x, g, num_components_accepted, num_components_proposed, num_subset_accepts, num_subset_trials, num_outer_moves, jump_distance_sum, num_fine_evals, num_coarse_evals=0, jump_distances=None, gc=None, num_coarse_accepts=0, num_coarse_proposals=0, num_endpoint_moves=0, num_fine_subset_passes=0, num_fine_correction_accepts=0, num_coarse_and_fine_subset_passes=0)#

Bases: MarkovChainResult

Result of generating one delayed-acceptance Markov chain.

Methods

Attributes

coarse_acceptance_rate

Fraction of inner coarse-MH proposals accepted.

coarse_given_fine

Fraction of fine-subset endpoints also in the coarse subset.

component_acceptance_rate

Return the average MMH component acceptance rate.

dimension

Dimension of each Markov-chain state.

endpoint_move_rate

Fraction of coarse subchains whose endpoint moved.

fine_correction_acceptance_rate

Fraction of fine-subset endpoints accepted by DA correction.

fine_eval_rate

Fraction of outer transitions requiring a fine evaluation.

fine_subset_pass_rate

Fraction of fine-evaluated endpoints in the fine subset.

gc

jump_distances

Per-transition RMS jump distances, if retained.

mean_jump_distance

Return the mean RMS distance between adjacent stored states.

num_coarse_accepts

num_coarse_and_fine_subset_passes

num_coarse_evals

Number of coarse performance-function evaluations.

num_coarse_proposals

num_endpoint_moves

num_fine_correction_accepts

num_fine_subset_passes

num_states

Number of stored states, including the initial chain seed.

num_transitions

Number of attempted outer-chain transitions.

outer_move_rate

Return the fraction of stored outer transitions that change state.

subset_acceptance_rate

Return the fraction of candidates passing the fine subset condition.

x

Stored chain states, with shape (states, dimensions).

g

Fine performance values associated with the stored states.

num_components_accepted

Total number of accepted MMH component proposals.

num_components_proposed

Total number of attempted MMH component proposals.

num_subset_accepts

Number of candidates passing the fine-model subset condition.

num_subset_trials

Number of candidates tested against the fine-model subset condition.

num_outer_moves

Number of stored outer-chain transitions that change state.

jump_distance_sum

Sum of RMS distances between adjacent stored chain states.

num_fine_evals

Number of fine performance-function evaluations.

Parameters:
  • x (ndarray) –

  • g (ndarray) –

  • num_components_accepted (int) –

  • num_components_proposed (int) –

  • num_subset_accepts (int) –

  • num_subset_trials (int) –

  • num_outer_moves (int) –

  • jump_distance_sum (float) –

  • num_fine_evals (int) –

  • num_coarse_evals (int) –

  • jump_distances (ndarray | None) –

  • gc (ndarray | None) –

  • num_coarse_accepts (int) –

  • num_coarse_proposals (int) –

  • num_endpoint_moves (int) –

  • num_fine_subset_passes (int) –

  • num_fine_correction_accepts (int) –

  • num_coarse_and_fine_subset_passes (int) –

property coarse_acceptance_rate: float#

Fraction of inner coarse-MH proposals accepted.

property coarse_given_fine: float#

Fraction of fine-subset endpoints also in the coarse subset.

property component_acceptance_rate: float#

Return the average MMH component acceptance rate.

The rate includes component proposals belonging to candidate states that subsequently fail the Subset Simulation condition.

property dimension: int#

Dimension of each Markov-chain state.

property endpoint_move_rate: float#

Fraction of coarse subchains whose endpoint moved.

property fine_correction_acceptance_rate: float#

Fraction of fine-subset endpoints accepted by DA correction.

property fine_eval_rate: float#

Fraction of outer transitions requiring a fine evaluation.

property fine_subset_pass_rate: float#

Fraction of fine-evaluated endpoints in the fine subset.

g: ndarray#

Fine performance values associated with the stored states.

gc: ndarray | None = None#
jump_distance_sum: float#

Sum of RMS distances between adjacent stored chain states.

jump_distances: ndarray | None = None#

Per-transition RMS jump distances, if retained.

property mean_jump_distance: float#

Return the mean RMS distance between adjacent stored states.

Rejected outer transitions contribute a zero jump distance.

num_coarse_accepts: int = 0#
num_coarse_and_fine_subset_passes: int = 0#
num_coarse_evals: int = 0#

Number of coarse performance-function evaluations.

num_coarse_proposals: int = 0#
num_components_accepted: int#

Total number of accepted MMH component proposals.

num_components_proposed: int#

Total number of attempted MMH component proposals.

num_endpoint_moves: int = 0#
num_fine_correction_accepts: int = 0#
num_fine_evals: int#

Number of fine performance-function evaluations.

num_fine_subset_passes: int = 0#
num_outer_moves: int#

Number of stored outer-chain transitions that change state.

property num_states: int#

Number of stored states, including the initial chain seed.

num_subset_accepts: int#

Number of candidates passing the fine-model subset condition.

num_subset_trials: int#

Number of candidates tested against the fine-model subset condition.

property num_transitions: int#

Number of attempted outer-chain transitions.

property outer_move_rate: float#

Return the fraction of stored outer transitions that change state.

property subset_acceptance_rate: float#

Return the fraction of candidates passing the fine subset condition.

x: ndarray#

Stored chain states, with shape (states, dimensions).