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Motivated choice for dlogz about dynesty HOT 3 OPEN

segasai avatar segasai commented on June 3, 2024
Motivated choice for dlogz

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Comments (3)

segasai avatar segasai commented on June 3, 2024

Pinging @joshspeagle again.

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joshspeagle avatar joshspeagle commented on June 3, 2024

Interesting. I don't know how I feel about benchmarking dlogz to be based on neff, since fundamentally it was designed to provide an upper bound on the remainder of the integral. The default choice in many cases was picked assuming some baseline tolerance of a few %, but this does ignore the fact that you almost always are recycling the final set of live points so you expect to be probing interior to the final threshold anyways.

Given that the default stopping criteria in some cases has been adjusted to depend on neff, this is probably a reasonable (and somewhat justified) choice. I would just think it's probably good to make sure that the initial run is able to probe far enough to note require another batch to try and sample beyond the final live point for people using the dynamic sampler (for the static sampler this should be fine).

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segasai avatar segasai commented on June 3, 2024

Thanks,

I agree we certainly want the first run to probe "deep" enough in the posterior.
My concern with the current behaviour is that it is

  • Not dependent on nlive
  • It is somewhat encouraged to use dlogz and dlogz_init, but I'm not sure that's very helpful because of the dependence on nlive. Also dlogz of like 1e-3 I think already leads to numerical issues if large number of points is used.
  • For a person just interested in posterior, dlogz has not much meaning and people don't quite know how to interpret.

Okay, given your comments, let me code a function (while trying to be conservative), i.e. not to increase dlogz to say above 0.1 and then maybe we can take a look at it again.

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