Starfish-develop / Starfish-develop/Starfish
Strategy for adding more model parameters within the blocked Gibbs Sampling framework by adding more blocks
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- Dominant language
- Python
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- 78
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Description
I had an idea while watching a video on Gibbs sampling (the bit beginning at roughly 1h09m): Maybe we can adapt the Gibbs sampler to deal with correlated parameters after all. I'm not sure how to implement it, but the main procedure would be something like this:
- Update ~6 Nuissance Parameters, holding everything else fixed
- Update ~6 traditional stellar parameters (à-la Czekala et al. 2015)
- new Update whatever new stellar model parameters you've added (e.g. veiling, starspots, binary, whatever)
My guess is that this three-level blocked Gibbs sampler would outperform a two-level Gibbs with the new stellar parameters included in block 2.
For example, I witnessed poor convergence when I attempted to fit a mixture model with ~8 stellar parameters (3 of which were strongly correlated) in block 2, as discussed in detail in Issue #35. That tension led me to a major departure from the Gibbs sampler, in which I run emcee to sample all 14 stellar+nuisance parameters simultaneously, but with the major limitation that I had to chunk by spectral order thereby deriving multiple independent sets of stellar posteriors for ~50+ spectral orders. The extension to the Gibbs framework described here, if it can be implemented, would return to the much better situation of having a single posterior that is consistent with all the data.
This seems obvious in hindsight, so it must be a good idea, right?
Contributor guide
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First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by reviewing the existing blocked Gibbs sampler and Issue #35, then compare the proposed three-block strategy with the documented emcee approach. The issue does not name files, tests, or an implementation entry point; done would require an agreed design and evidence that the revised sampler improves convergence while producing one posterior across all data.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- machine-learning
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100