Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Mention in paper that marginal likelihoods in the literature may be suspect #26

Closed
eggplantbren opened this issue Jan 4, 2018 · 2 comments
Assignees

Comments

@eggplantbren
Copy link
Collaborator

This is a point I hinted at in my paper with Courtney Donovan - there are phase changes in the shape of the likelihood function which make annealing unreliable. Therefore Nested Sampling is required to evaluate marginal likelihoods.

I can write a sentence or two if you like.

@j-faria
Copy link
Owner

j-faria commented Jan 7, 2018

I wrote this, also trying to respond to #24. Feel free to edit or add something if you want.

Unlike similar open-source packages, kima calculates the fully marginalized likelihood, or
evidence, both for a model with a fixed number Np of Keplerian signals, or marginalising
over Np . For this latter task, Np itself is a free parameter and we sample from its posterior
distribution using the trans-dimensional method proposed by Brewer (2014). Because
kima uses the Diffusive Nested Sampling algorithm, the evidence values are still accurate
when the likelihood function contains phase changes which would make other algorithms
(such as thermodynamic integration) unreliable.

@eggplantbren
Copy link
Collaborator Author

I'm happy with it.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

2 participants