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Store evidence #156

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Store evidence #156

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vetlewi
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@vetlewi vetlewi commented Nov 2, 2020

I've added an attribute to the ResultsNormalized to store the global evidence from the MultiNest results. Could be useful down the line.

vetlewi and others added 4 commits November 2, 2020 10:53
The evidence can sometimes be useful when comparing different models. We should store this value.
Store the global evidence when normalizing the NLD
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Good idea.

How does this act when one employs the "stagewise" normalization? normalizeStagewise in EnsembleNormalizer? I havn't thought "enough" about it, but I assume the evidence should be multiplied somehow by the distance of the chosen B (-> Gg) from the experimental Gg. So this process here should modify the evidence I guess:

# sample B from the gaussian uncertainty for each nld
B = self.normalizer_gsf.res.pars["B"]
N = len(self.normalizer_gsf.res.samples["A"])
self.normalizer_gsf.res.samples["B"] = scipynorm.rvs(loc=B[0],
scale=B[1],
size=N)

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vetlewi commented Nov 3, 2020

Good idea.

How does this act when one employs the "stagewise" normalization? normalizeStagewise in EnsembleNormalizer? I havn't thought "enough" about it, but I assume the evidence should be multiplied somehow by the distance of the chosen B (-> Gg) from the experimental Gg. So this process here should modify the evidence I guess:

# sample B from the gaussian uncertainty for each nld
B = self.normalizer_gsf.res.pars["B"]
N = len(self.normalizer_gsf.res.samples["A"])
self.normalizer_gsf.res.samples["B"] = scipynorm.rvs(loc=B[0],
scale=B[1],
size=N)

Huh, haven't though about that. I guess it depends on the likelihood and prior to be separable (with regards to Gg)? I don't feel like I know enough Bayesian statistics to confidently give an answer :p

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fzeiser commented Nov 3, 2020

Unless this is very urgent, I'll think more about it after I've handed in my thesis in December. Writing on the main body of it now ;).

@fzeiser fzeiser marked this pull request as draft November 3, 2020 18:59
@fzeiser fzeiser added the Suggestion Suggestion for new feature/changes label Nov 3, 2020
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vetlewi commented Nov 4, 2020

Unless this is very urgent, I'll think more about it after I've handed in my thesis in December. Writing on the main body of it now ;).

Not very urgent. Can always pull to a local branch for now.

@fzeiser fzeiser marked this pull request as ready for review January 18, 2021 11:30
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I have difficulties to see how to correctly implement this for the sequential normalization. It somehow bothers me that we would combine a Bayesian model (nld normalization) with the frequentist Gg normalization and still call it a global evidence etc.

Suggestion: Simply store evidence only for NormalizerSimultan. (For the other normalization mode I somehow doubt that it makes sens.)

  • remove evidence from NormalizerNLD.

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