Sampling and MCMC
Presented by Prof. Alan HEAVENS on 8 Mar 2015 from 11:30 AM to 12:00 PM
Session: Astro Stat
We discuss parameter inference - i.e. within a model, how do we determine the most probable parameters and their uncertainties. We consider simple grid searches (<4 parameters) to more flexible sampling approaches that can deal with larger (~10) dimensional parameter spaces. We concentrate on a standard method - Markov Chain Monte Carlo (MCMC), which forms the basis for the hands-on exercise in the next session.