Comments (3)
Great idea -- I'll see if I can add this in once I get the other sampling methods put in place.
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Referenced issue incorrectly in (now overwritten) commit.
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After thinking about this a bit more, it's unclear a priori whether one sampling method will be more or less efficient at exploring the prior volume than another; the detailed efficiency properties depend primarily on the dimensionality of the space but also to some extent on the shape of the target distribution. While I could likely assign some rough criteria for switching from one to another (via rough dimensional scalings for 'rwalk'
, 'slice'
and 'rtraj'
), I personally think these other sampling methods are more useful when the distribution cannot be effectively bounded. This holds true (1) when the number of live points is small and (2) when the dimensionality of the problem is high (since the volume of bounding surfaces become increasingly concentrated near the boundaries). These seem to match the general framework of the (in progress) DynamicSampler
better, so I think this type of adaptive sampling fits much more naturally there.
I guess my thinking is I don't think it's worth adding this feature natively into NestedSampler
at the moment. However, given that I'll be putting in the framework to do very similar things with DynamicSampler
, I might come back to this if it turns out to be a straightforward addition.
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Related Issues (20)
- An issue about dynesty posterior HOT 6
- live point's likelihood not valid HOT 6
- Documentation incorrect for Pool helper object HOT 1
- Importing Nested Sampling chains from file to plot HOT 2
- Using dynesty with npdim HOT 8
- Questions about dyplot.cornerplot HOT 4
- Questions about DynamicNestedSampler setting HOT 4
- Periodic parameters improvement by rotating them
- Ellipsoid check failed HOT 2
- tqdm example HOT 4
- Discretised prior in Dynesty HOT 7
- Loglstar and logZ values HOT 1
- Importance weight PDF shape HOT 4
- How to access posteriors? HOT 1
- Doubt on sampling methods HOT 6
- Run-to-run instability of logZ HOT 8
- Using weighted samples HOT 3
- blob issues when add_live HOT 4
- log means log_e or log_10? HOT 1
- Pool crashes in foor loop with "OSError: [Errno 24] Too many open files" HOT 2
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