# uq\_postProcessInversion: Problem, if burnIn is an integer value

**URL:** <https://uqworld.org/t/uq-postprocessinversion-problem-if-burnin-is-an-integer-value/1148>\
**Category:** Feature Requests\
**Created:** [April 19, 2021, 4:58pm UTC](https://uqworld.org/t/uq-postprocessinversion-problem-if-burnin-is-an-integer-value/1148 "2021-04-19T16:58:48Z")\
**Posts on this page:** 10\
**Page:** 1

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**Author:** ![olaf.klein](https://uqworld.org/user_avatar/uqworld.org/olaf.klein/32/468_2.png) [@olaf.klein](https://uqworld.org/u/olaf.klein)\
**Post date:** [April 19, 2021, 4:58pm UTC](https://uqworld.org/t/uq-postprocessinversion-problem-if-burnin-is-an-integer-value/1148/1 "2021-04-19T16:58:48Z")

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Dear @paulremo, dear all,

I think I have found an inconsistency between the [manual for Bayesian inversion](http://uqftp.ethz.ch/uqlab_doc_pdf/1.4.0/UserManual_Bayesian.pdf) and the code in `uq_postProcessInversion.m` if one is calling this function with an integer value for the `burnIn` parameter: Denoting this value by `burnInIntValue` it holds that:

- According to the documentation, page 57, `burnInIntValue` sample should be removed (i.e. not copied to the contents of `Results.PostProc`) as burn in.
- In the lines 346–349 of `uq_postProcessInversion.m` it holds that the execution is stopped, if `burnInIntValue` is equal or greater then the size of the `Samples` vector, and afterwards, by the code line `Sample = Sample(burnIn:end,:,:);` it ensured that `burnInIntValue-1` and **not** `burnInIntValue` samples are removed as burnIn.

Hence, one is not able to (miss)use `uq_postProcessInversion.m` to remove all but the last set of samples for the MCMC AIES sampler and to generate afterwards a scatter plots for point in this set by calling `uq_display`. I would like to do this since I follow the suggestion in the solution to [Restarting a Bayesian Inversion](https://uqworld.org/t/restarting-a-bayesian-inversion/1063) and use these sample points as starting vector for further Bayesian inversions using the MCMC AIES sampler.  
To avoid modification that change results of existing running code I suggest to replace in the documentation the text for integer values for `burnIn` from ``Specifies the number of sample points that are discarded as burn-in.’’ to something like ```Specifies the index of the the first sample points that is **not** discarded as burn-in, i.e. the number of discarded samples is equal to the given value minus 1. ‘’ I wanted to suggest to replace in the code `if burnIn >= size(Sample,1)` in line 345 the `>=` by `>`., but this does not produce the desired result.

Greetings  
Olaf

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**Author:** ![olaf.klein](https://uqworld.org/user_avatar/uqworld.org/olaf.klein/32/468_2.png) [@olaf.klein](https://uqworld.org/u/olaf.klein)\
**Post date:** [April 20, 2021, 7:21am UTC](https://uqworld.org/t/uq-postprocessinversion-problem-if-burnin-is-an-integer-value/1148/2 "2021-04-20T07:21:47Z")

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Hello,

an **update** to my above post: In contrast to my above assertion I can get the desired plot by replacing` >=` by `>` in the line 345 of `uq_postProcessInversion.m` and calling this function with the value for `'burnIn'` being the number of MCMC steps. After I do this it holds that that in the `myBayesianAnalysis.Results.PostProc.PostSample` there are only the samples of the final step of the MCMC AIES sampler computation. And by calling now `uq_display` with parameter `myBayesianAnalysis` I can get the scatter plot showing this samples before the function stops during the plot of the posterior density with the following error message.

```matlab
Error using ksdensity (line 212)
X must be a non-empty vector or two-column matrix.

Error in uq_violinplot (line 118)
    [f,xi] = ksdensity(currRuns);

Error in uq_display_uq_inversion>plotSeriesPred (line 574)
        postPlot = uq_violinplot(postRuns, 'FaceColor', postColor);

Error in uq_display_uq_inversion (line 359)
                plotSeriesPred(Sample(ii),DataCurr,plotType,pointEstimatePred)

Error in uq_module/Display

Error in uq_display (line 4)
% uq_createModel, uq_createInput or uq_createAnalysis commands. The

```

For me this okay, since I got the plot i wanted, see ![Last-MCMC-AIES-samples](https://uqworld.org/uploads/default/original/1X/beaf511e93e9cd3aa297f672f6d575898e64a031.png)  
but I do not know, if anyone else would like this kind of behavior.

Greetings  
Olaf

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**Author:** ![paulremo](https://uqworld.org/user_avatar/uqworld.org/paulremo/32/192_2.png) [@paulremo](https://uqworld.org/u/paulremo)\
**Post date:** [April 20, 2021, 10:13am UTC](https://uqworld.org/t/uq-postprocessinversion-problem-if-burnin-is-an-integer-value/1148/3 "2021-04-20T10:13:15Z")

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Dear @olaf.klein

Thanks for noticing this. Indeed, I would opt for modifying the code to be consistent with the manual, because the burn-in is widely understood to be the “bad part” of the MCMC simulation that we want to get rid of.

I propose the following minor changes to the live version of the `uq_postProcessInversion` function to make this work (first line original, second line changed code):

```matlab
% line 349:
Sample = Sample(burnIn:end,:,:);
Sample = Sample(burnIn+1:end,:,:);
% line 352:
LogLikeliEval = LogLikeliEval(burnIn:end,:);
LogLikeliEval = LogLikeliEval(burnIn+1:end,:);
% line 357:
ForwardModelRuns(mm).evaluation(burnIn:end,:,:);
ForwardModelRuns(mm).evaluation(burnIn+1:end,:,:);

```

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**Author:** ![olaf.klein](https://uqworld.org/user_avatar/uqworld.org/olaf.klein/32/468_2.png) [@olaf.klein](https://uqworld.org/u/olaf.klein)\
**Post date:** [April 20, 2021, 11:37am UTC](https://uqworld.org/t/uq-postprocessinversion-problem-if-burnin-is-an-integer-value/1148/4 "2021-04-20T11:37:32Z")

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Dear @paulremo

I see the advantages of your suggestion and do not know, if there is any existing UQLab-Code that would be influenced by your suggestions.

_Start of outdated paragraph_  
~~It seems that your _live version_ of `uq_postProcessInversion.m` is already slightly changed with respect to the one in the official UQ-Lab distribution. Assuming that the line _345, 368, 371, 377_ correspond to the lines 330, 349, 352, 357 I think that the last three changes should do the job and the the change for the line 345 aka 330 is not needed. In the current implementation of burnIn, the number of reaming samples is equal to ` (nIter-burnIn+1)*nChains`, i.e. the check is overprotective in the current version of `uq_postProcessInversion.m`. With your changes the number is just equal to `(nIter-burnIn)*nChains`, such that your planned change in line _345_ (now 330) is in my opinion not  
needed, especially since in line _345+4,_ i.e. now 334, one has ` nPostPredSamples = (nIter-burnIn)*nChains;`~~  
_End of outdated paragraph_

I suggest to add the following correction, using your notion for changes:

```matlab
% line 368 -2? , now line 347:  
        error('Burn in larger than number of sample points per chain')
        error('Burn in larger than or equal to number of sample points per chain')

```

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**Author:** ![paulremo](https://uqworld.org/user_avatar/uqworld.org/paulremo/32/192_2.png) [@paulremo](https://uqworld.org/u/paulremo)\
**Post date:** [April 20, 2021, 12:03pm UTC](https://uqworld.org/t/uq-postprocessinversion-problem-if-burnin-is-an-integer-value/1148/5 "2021-04-20T12:03:54Z")

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Yes, your are right, I updated the post.

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**Author:** ![olaf.klein](https://uqworld.org/user_avatar/uqworld.org/olaf.klein/32/468_2.png) [@olaf.klein](https://uqworld.org/u/olaf.klein)\
**Post date:** [April 21, 2021, 7:18am UTC](https://uqworld.org/t/uq-postprocessinversion-problem-if-burnin-is-an-integer-value/1148/6 "2021-04-21T07:18:12Z")

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Dear @paulremo,

I think that your modification of the code should be completed by

- With your update, users are able to remove all but the last sample in the chain(s) by using `BayesOpts.Solver.MCMC.Steps -1` as value for`' burnin'`. Since this may case problems in the sequel, similar to the one shown in my post above, but allows also to derive desired results, I suggest to add a warning, e.g.

```matlab
% insertion between line 347 and line 348
 elseif burnIn == size(Sample,1)-1
       warning('You are removing all but the last sample in the chain(s) as burn in.');
       warining(' There are some (UQLab-)functions that can not properly deal with the result of this operation.')

```

- In view of your update, it holds that the value for `'burnIn'`’ should be smaller then `BayesOpts.Solver.MCMC.Steps `. Therefore, you should point out in Table 19 that `'burnIn'`’ should be an `Integer between 1 and T-1’

Greetings  
Olaf  
P.S.: Since I already have one suggestion for Section 3.3 of the manual, I suggest to add at the end of this section a reference to the documentation of the contents of `myBayesianAnalysis.Results.PostProc` on page 38.

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**Author:** ![olaf.klein](https://uqworld.org/user_avatar/uqworld.org/olaf.klein/32/468_2.png) [@olaf.klein](https://uqworld.org/u/olaf.klein)\
**Post date:** [May 19, 2021, 4:42pm UTC](https://uqworld.org/t/uq-postprocessinversion-problem-if-burnin-is-an-integer-value/1148/7 "2021-05-19T16:42:42Z")

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Dear @paulremo,

I think that I found a further small error in the documentation for the Bayesian inversion:

According to the table 10, the default value for `NChains` should be 100. This seems to be the case for the default sampler, i.e. the Affine invariant ensemble sampler that is acticated if `Bayeopt.MCMC.Sampler` is not defined or if `Bayeopt.MCMC.Sampler ='AIES' `, but the used default value seems to depend on the considered solver and this should be pointed out in Table 10.  
I have switching to the Metropolis-Hastings algorithm by using `Bayeopt.MC.Sampler ='MH' `and have not providing any value for `Bayeopt.MCMC.Sampler.NChains`. The corresponding the result `myBayesianAnalysis` of `uq_createAnalysis` contained in my case in `myBayesianAnalysis.Results.Sample` an 5000 \times 4 \times 10 array, i.e. it seems that the default value for `NChains` is 10,if the Metropolis-Hastings algorithm is used, which seem to be a reasonable value.

Greetings  
Olaf  
P.S. Sorry for somehow misplacing this bug report into an other conversation, but I have already created 4 of the 5 _Features Requests_-topics created in 2021 until today and I think that this remark is not important enough to create a further one.

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**Author:** ![paulremo](https://uqworld.org/user_avatar/uqworld.org/paulremo/32/192_2.png) [@paulremo](https://uqworld.org/u/paulremo)\
**Post date:** [May 20, 2021, 10:34am UTC](https://uqworld.org/t/uq-postprocessinversion-problem-if-burnin-is-an-integer-value/1148/8 "2021-05-20T10:34:44Z")

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Hi @olaf.klein

You are absolutely right, thank you for pointing it out. This is missing in the manual and will be fixed in its next version.

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**Author:** ![paulremo](https://uqworld.org/user_avatar/uqworld.org/paulremo/32/192_2.png) [@paulremo](https://uqworld.org/u/paulremo)\
**Post date:** [October 4, 2021, 12:16pm UTC](https://uqworld.org/t/uq-postprocessinversion-problem-if-burnin-is-an-integer-value/1148/9 "2021-10-04T12:16:10Z")

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This has been fixed for the upcoming next version of the inversion manual. I will close this topic now.

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**Author:** ![paulremo](https://uqworld.org/user_avatar/uqworld.org/paulremo/32/192_2.png) [@paulremo](https://uqworld.org/u/paulremo)\
**Post date:** [October 4, 2021, 12:16pm UTC](https://uqworld.org/t/uq-postprocessinversion-problem-if-burnin-is-an-integer-value/1148/10 "2021-10-04T12:16:14Z")

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