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README_old
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README_old
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Copyright (C) 2012 Matthew Pitkin & Joseph Romano
MatlabMultiNest
===============
matlabmultinest.tar.gz contains functions for performing nested sampling in
Matlab and examples of using that functionality. These can be used to perform
evidence evaluation and posterior parameter estimation using the MultiNest
algorithm (Feroz, Hobson & Bridges, MNRAS, 398, pp. 1601-1614., 2009,
arXiv:0809.3437 - referred to as FHB from now) for producing samples from the
prior, or using an MCMC method to produce the samples (based on the method of
Veitch & Vecchio, Phys. Rev. D, 81, 062003, 2010, arXiv:0911.3820).
To expand the tarball use:
tar -xvzf matlabmultinest.tar.gz
which will give three directories: NSMain, Examples and Unsorted.
If you have downloaded this to e.g. /home/myname then when in Matlab add the
files to the Matlab path using:
addpath /home/myname/matlabmultinest/NSMain:/home/myname/matlabmultinest/Examples:/home/myname/matlabmultinest/Unsorted:
[Note: this should also work in Octave, but if using the multinest sampling the
octave-statistics package (http://octave.sourceforge.net/statistics/) is required for the kmeans function.]
NSMain
======
This directory contains 14 Matlab function files:
calc_ellipsoid.m
in_ellipsoids.m
nested_sampler.m
scale_parameters.m
draw_from_ellipsoid.m
logplus.m
optimal_ellipsoids.m
split_ellipsoid.m
draw_mcmc.m
mchol.m
plot_2d_livepoints_with_ellipses.m
draw_multinest.m
nest2pos.m
rescale_parameters.m
Each of these contains an explanatory help function. The function to run the
nested sampling algorithm is nested_sampler, which calls the other functions.
The draw_multinest function will draw points from the prior volume based on
Algorithm 1 of FHB. The draw_mcmc function will draw points from the prior
using an MCMC with four potential proposal distributions: a Student-t proposal
distribution based on the covariance of the current nested sampling "live points";
a differential evolution proposal; and "stretch" and "walk" affine invariant
proposals (see Goodman & Weare http://msp.org/camcos/2010/5-1/p04.xhtml). The
fractional time spent using each proposal can be specified.
Examples
========
This directory contains 4 scripts with examples of how to use the
nested_sampler function:
example_sinusoid.m
example_line.m
example_line_with_outliers_and_marginalization.m
example_line_with_outliers.m
The line examples are based on tests set out in Hogg, Bovy &
Lang, arXiv:1008.4686.
The example_sinusoid script sets up a dataset containing a sinusoid in Gaussian
white noise, which then samples the prior volume in amplitude and initial phase
using the nested_sampler. This shows an example of how to set up the data and
priors on the parameters to be searched over. In this case the model function is
set to @sinusoid_model and the likelihood function to be used is set to
@logL_gaussian (see Unsorted below). The model function and likelihood
functions need to be written in a specific format to be used in the nested
sampler.
Unsorted
========
This directory contains a set of functions used within the examples above or to
examine data and test some of the functions used in the MultiNest
implementation.
Attention should be paid to the format of the example model functions, e.g.
sinusoid_model, and likelihood functions, e.g. logL_gaussian.m, as this
specific format is required for the nested_sampler function.