ABCIMA Results and Run Time Issues

Yesterday I did a trial run of the ABCIMA software which ran to completion. It also took forever to run. While the image indicates an okay estimate (the most recent BCIMA run was actually better . . . not sure why) If the results of the eventual set of numerical experiments don’t bear out significantly better estimates ABCIMA may end up a bit of a bust.

Thinking about that extra time, though, it makes sense. The algorithm works like this:

1. Take a starting point in the feasible region
2. chain backwards until coupling (right now there’s a 750 point hard stop, at which point that back chain has failed to converge)
3. No go forward as many steps as we went backwards
4. Now generate a sample of specified size using this point as the start point.
5. Do this over and over again until the desired total sample size is reached.

In my trial run I did five fifty point samples for a total of 250 points. Each fifty point sample reqires that same up to 1500 points of back chain and burn in totallying up to 7500 non-sample points vice the mere max of 1500 for the BCIMA chain with the same parameters. Small wonder then that ABCIMA is so slow to run: it has to do five times as much work for the same result.

And once I get the image uploaded, I’ll post it here. Note, I did get the BCIMA image up.