The label switching problem arises in the Bayesian analysis of models containing multiple indistinguishable parameters with arbitrary ordering. Any permutation of these parameters is equivalent, therefore models with many such parameters have extremely multimodal posterior distributions. It is difficult to sample efficiently from such posteriors. This paper discusses a solution to this problem which involves carefully mapping the input parameter space to a high dimensional hypertriangle. It is demonstrated that this solution is efficient even for large numbers of parameters and can be easily applied alongside any stochastic sampling algorithm. This method is illustrated using two example problems from the field of gravitational wave astronomy.

Buscicchio, R., Roebber, E., Goldstein, J., Moore, C. (2019). Label switching problem in Bayesian analysis for gravitational wave astronomy. PHYSICAL REVIEW D, 100(8) [10.1103/PhysRevD.100.084041].

Label switching problem in Bayesian analysis for gravitational wave astronomy

Buscicchio R.
Primo
;
2019

Abstract

The label switching problem arises in the Bayesian analysis of models containing multiple indistinguishable parameters with arbitrary ordering. Any permutation of these parameters is equivalent, therefore models with many such parameters have extremely multimodal posterior distributions. It is difficult to sample efficiently from such posteriors. This paper discusses a solution to this problem which involves carefully mapping the input parameter space to a high dimensional hypertriangle. It is demonstrated that this solution is efficient even for large numbers of parameters and can be easily applied alongside any stochastic sampling algorithm. This method is illustrated using two example problems from the field of gravitational wave astronomy.
Articolo in rivista - Articolo scientifico
bayesian inference, gravitational waves, gravitational-wave astronomy;
English
Buscicchio, R., Roebber, E., Goldstein, J., Moore, C. (2019). Label switching problem in Bayesian analysis for gravitational wave astronomy. PHYSICAL REVIEW D, 100(8) [10.1103/PhysRevD.100.084041].
Buscicchio, R; Roebber, E; Goldstein, J; Moore, C
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/359675
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