Label Switching Problem in Bayesian Analysis for Gravitational Wave Astronomy
arXiv:1907.11631 · doi:10.1103/PhysRevD.100.084041
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 multi-modal 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.
Accepted to PRD, 8 pages, 4 figures plus Supplement. Data behind figures at: 10.5281/zenodo.3351629
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