Tips and Tricks

1. When designing the forward signal function, try to avoid potential division of zeros which may cause gradient to explode during the optimisation. Oen way to prevent this is to the minimum of a variable to a very small value. For example, assuming the minimum value of a is 0, we can add an extra line

   a = max(a,1e-8);

   to avoid ‘a’ to be 0 in some scenarios.

2. For MCMC, replacing some of the operations in forward signal simulation using the arrayfun function can significantly speed up the computation.

3. Use single precision instead of double precision as suggested by Matlab.

4. Exclude outliers. Make sure everything is in range