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NM7.2 Importance Sampling Termination Testing

From: De Ridder, Filip [JRDBE] <FDRIDDER>
Date: Wed, 4 Apr 2012 11:31:33 +0200

Dear All,

 

I have a question on termination testing during importance sampling.

I used SAEM and IMP sequentially as follows:

 

$EST METHOD=SAEM LAPLACE INTERACTION NBURN=3000 NITER=30000 =
PRINT=10
CTYPE=1 CINTERVAL=10 NOABORT

$EST METHOD=IMP LAPLACE INTERACTION NITER=30 CTYPE=1 PRINT=1
ISAMPLE=20000 NOABORT EONLY=1 MAPITER=0

 

The IMP step completes 30 iterations with the message #TERM:
OPTIMIZATION NOT COMPLETED

 

If I look at the 30 iterations it seems odd that the termination
criterium was not met - see table below. In addition, the root.cnv
output file does only include information about the SAEM Burn-in, which
was indeed terminated, but not on the IMP part.

 

Any ideas?

 

Kind regards,

 

Filip De Ridder

Janssen R&D

 

 

 

MONITORING OF SEARCH:

 

iteration 0 OBJ= -1040.79270825355 eff.= 18884. =
Smpl.=
20000. Fit.= 0.96728

iteration 1 OBJ= -1041.22721039882 eff.= 8139. =
Smpl.=
20000. Fit.= 0.90861

iteration 2 OBJ= -1040.90636254178 eff.= 7960. =
Smpl.=
20000. Fit.= 0.90691

iteration 3 OBJ= -1041.44226717287 eff.= 7998. =
Smpl.=
20000. Fit.= 0.90717

iteration 4 OBJ= -1040.95071538084 eff.= 8008. =
Smpl.=
20000. Fit.= 0.90724

iteration 5 OBJ= -1041.22419150397 eff.= 7998. =
Smpl.=
20000. Fit.= 0.90730

iteration 6 OBJ= -1041.57239188217 eff.= 8010. =
Smpl.=
20000. Fit.= 0.90739

iteration 7 OBJ= -1041.09660100136 eff.= 8016. =
Smpl.=
20000. Fit.= 0.90735

iteration 8 OBJ= -1041.25562857940 eff.= 7993. =
Smpl.=
20000. Fit.= 0.90713

iteration 9 OBJ= -1041.41360999108 eff.= 8019. =
Smpl.=
20000. Fit.= 0.90745

iteration 10 OBJ= -1041.56018094091 eff.= 8005. =
Smpl.=
20000. Fit.= 0.90728

iteration 11 OBJ= -1041.02520618588 eff.= 7990. =
Smpl.=
20000. Fit.= 0.90733

iteration 12 OBJ= -1041.45539992459 eff.= 8011. =
Smpl.=
20000. Fit.= 0.90739

iteration 13 OBJ= -1041.93095864456 eff.= 8001. =
Smpl.=
20000. Fit.= 0.90728

iteration 14 OBJ= -1041.52589661482 eff.= 8016. =
Smpl.=
20000. Fit.= 0.90760

iteration 15 OBJ= -1041.48177246391 eff.= 7985. =
Smpl.=
20000. Fit.= 0.90717

iteration 16 OBJ= -1041.41608562484 eff.= 8036. =
Smpl.=
20000. Fit.= 0.90746

iteration 17 OBJ= -1041.09827194526 eff.= 7990. =
Smpl.=
20000. Fit.= 0.90714

iteration 18 OBJ= -1041.41267372704 eff.= 8015. =
Smpl.=
20000. Fit.= 0.90739

iteration 19 OBJ= -1041.24437170124 eff.= 8003. =
Smpl.=
20000. Fit.= 0.90723

iteration 20 OBJ= -1041.38502319648 eff.= 8003. =
Smpl.=
20000. Fit.= 0.90725

iteration 21 OBJ= -1041.60595559575 eff.= 8018. =
Smpl.=
20000. Fit.= 0.90725

iteration 22 OBJ= -1041.07447863555 eff.= 7995. =
Smpl.=
20000. Fit.= 0.90725

iteration 23 OBJ= -1044.02744029407 eff.= 8024. =
Smpl.=
20000. Fit.= 0.90726

iteration 24 OBJ= -1041.26147186940 eff.= 7994. =
Smpl.=
20000. Fit.= 0.90749

iteration 25 OBJ= -1041.02132091032 eff.= 8010. =
Smpl.=
20000. Fit.= 0.90723

iteration 26 OBJ= -1041.69960672796 eff.= 8002. =
Smpl.=
20000. Fit.= 0.90728

iteration 27 OBJ= -1041.11216053314 eff.= 7989. =
Smpl.=
20000. Fit.= 0.90729

iteration 28 OBJ= -1041.18001151427 eff.= 8027. =
Smpl.=
20000. Fit.= 0.90741

iteration 29 OBJ= -1041.52777622052 eff.= 8009. =
Smpl.=
20000. Fit.= 0.90746

iteration 30 OBJ= -1041.76570085815 eff.= 8005. =
Smpl.=
20000. Fit.= 0.90726

 

 


Received on Wed Apr 04 2012 - 05:31:33 EDT

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