非平凡几何上的嵌套抽样

K. Javid
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引用次数: 3

摘要

Metropolis嵌套抽样从当前livepoint进化出一条马尔可夫链,并根据修改后的Metropolis接受比版本接受链上的新点,以满足嵌套抽样算法的似然约束。我们在这里提出的几何嵌套采样算法是基于Metropolis方法的,但将参数视为某些几何对象(即圆、环面和球体)上的点。对于代表圆形或环面上点的参数,试验分布被“包裹”在后验分布的域周围,这样在评估Metropolis比率时,由于在采样域之外,样本不能被自动拒绝。此外,这提高了采样器的流动性。对于表示球面坐标的参数,该算法在采样前将其转换为直角坐标系,再次保证了采样不会被自动拒绝,并提供了一种物理上直观的参数空间采样方式。我们将几何嵌套采样器应用于包括圆形、环面和球面参数的两类玩具模型。我们发现,在这两种情况下,几何嵌套采样器通常优于\textsc{多项}测试。 \\ %We also apply the algorithm to a gravitational wave detection model which includes circular and spherical parameters, and find that the geometric nested sampler and \textsc{MultiNest} appear to perform equally well as one another. Our implementation of the algorithm can be found at \url{this https URL}.
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Nested sampling on non-trivial geometries
Metropolis nested sampling evolves a Markov chain from a current livepoint and accepts new points along the chain according to a version of the Metropolis acceptance ratio modified to satisfy the likelihood constraint, characteristic of nested sampling algorithms. The geometric nested sampling algorithm we present here is a based on the Metropolis method, but treats parameters as though they represent points on certain geometric objects, namely circles, tori and spheres. For parameters which represent points on a circle or torus, the trial distribution is `wrapped' around the domain of the posterior distribution such that samples cannot be rejected automatically when evaluating the Metropolis ratio due to being outside the sampling domain. Furthermore, this enhances the mobility of the sampler. For parameters which represent coordinates on the surface of a sphere, the algorithm transforms the parameters into a Cartesian coordinate system before sampling which again makes sure no samples are automatically rejected, and provides a physically intutive way of the sampling the parameter space. We apply the geometric nested sampler to two types of toy model which include circular, toroidal and spherical parameters. We find that the geometric nested sampler generally outperforms \textsc{MultiNest} in both cases. \\ %We also apply the algorithm to a gravitational wave detection model which includes circular and spherical parameters, and find that the geometric nested sampler and \textsc{MultiNest} appear to perform equally well as one another. Our implementation of the algorithm can be found at \url{this https URL}.
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