mattpitkin / cw_nested_sampling_doc

Documentation for the nested sampling code used in targeted searches for continuous gravitational waves from pulsars

It's Matt Pitkin!

cw_nested_sampling_doc's Issues

Add description of using an IGMM to set priors

In the pipeline we can use previous posteriors as priors (in particular on h0 and cosiota) by generating a Gaussian Mixture Model from the samples. I should add something to the paper to describe this process.

nested sampling variants

Dear @mattpitkin,

I see from your paper that you are investigating various proposals within nested sampling, and some show issues. If your problem is not too high-dimensional (<20d), may I take the liberty to suggest another proposal, RadFriends (see https://arxiv.org/abs/1407.5459 ). It is rather simple: From the live points, a neighbourhood is constructed, and samples are drawn from there directly. That neighbourhood is defined by spheres around the whose radius is determined by bootstrapping leave-out of live points; but I would recommend using a standardized euclidean distance (instead of a normal euclidean distance).

The benefit is that this algorithm is parameter-free (aside from nlive_points) and gives guarantees for the correctness (uniform sampling from the prior). I have Javascript, C and Python implementations on my github profile.

Cheers,
Johannes