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Draft: Add a fisher-information-matrix sampler #933

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Draft: Add a fisher-information-matrix sampler #933

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@GregoryAshton GregoryAshton commented Apr 3, 2025 •
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  • Adds a sampler wrapper so that the fisher methods can be called using run_sampler for ease of use.
  • Adds a rejection sample method to reweight to the posterior
  • Adds diagnostic plots
  • Improve the maximum likelihood estimation method
  • Replace the naive finite difference Hessian estimator with scipy.differentiate function

@GregoryAshton GregoryAshton changed the title Add a fisher-information-matrix sampler Draft: Add a fisher-information-matrix sampler Apr 3, 2025
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GregoryAshton commented Apr 3, 2025

Note, this is the corner plot created:

image

@GregoryAshton
Improve the docstring
69470fd
@GregoryAshton
Improve example: add units
b44f532
@GregoryAshton
Improvemens to FIM and the sampler
e79639f 
- Add use of scipy.differentiate for Hessian computation
- Fix bugs in sampler implementation
@GregoryAshton
Clean up of the method
bdb59f4
@GregoryAshton
Clean up implementation
40ff442
@GregoryAshton
Further clean up
d3b78ab
@GregoryAshton
Include full posterior reweighting
78a49ba
@GregoryAshton
Apply correction to out-of-prior samples
49f2b5a
@GregoryAshton
Refactor and clean up
87a337d
@GregoryAshton
Add option to use the injection for the maximum likelihood initialisa…
a0d0cec 
…tion
@GregoryAshton
Reformat the code to enable alternative resampling approaches
f5c4d19
@GregoryAshton
Add importance sampling methods
680380e
@GregoryAshton
Add method to utilise array method if possible
1088a20
@GregoryAshton
Improve error messages
cb099ca
@GregoryAshton
Refactor and rename
6fa3646
@GregoryAshton
Add batch sampling
bf4cf82
@GregoryAshton
Apply black to fisher files
8214c9a
@GregoryAshton
Add option to fail on errors or continue
6386d46
@GregoryAshton
Add the weights to the diagnostic plot
872d626
@GregoryAshton
Apply conversion to the antenae pattern function calculation
c4eacc0
@GregoryAshton
Fix bug with sorted dataframes passed in to generate_sky_frame_parame…
778cb25 
…ters

If a pandas dataframe with a non-monotonically increasing index (say if
it has been resampled) is passed in, the new_samples data frame that is
created will have a different index and when matched NaN's will be
introduced. This fixes that issue by setting the column from the values
@GregoryAshton
Resolve bug in which for zero-spin aligned models the generation failed
d1fabc6 
Due to the division of 0/0, this produced infs in the calculate tilt
parameters.
@GregoryAshton
Add a new conversion for psi mod pi/2 to remove degenerate solutions
ab25090
@GregoryAshton
Add empty expected outputs
2b86616
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