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docs: draft of results dict explanation
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jacopok committed May 27, 2024
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36 changes: 36 additions & 0 deletions ultranest/integrator.py
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Expand Up @@ -2441,6 +2441,42 @@ def run_iter(
Yields
------
results: dict
- niter (int): number of sampler iterations (not likelihood evaluations!)
- logz (float64): natural logarithm of the evidence $Z = \int p(d|\theta) p(\theta) \text{d}\theta$
- logzerr (float64): $1\sigma$ error on $\log Z$ ([can be safely assumed to be Gaussian](https://github.com/JohannesBuchner/UltraNest/issues/63))
- logz_bs (float64): estimate of $\log Z$ from bootstrapping
- logzerr_bs (float64): error on the estimate of $\log Z$ from bootstrapping
- logz_single (float64): (?)
- logzerr_single (float64): (?)
- logzerr_tail (float64): remainder integral contribution (?)
- ess (float64): effective sample size, i.e. number of samples divided by the estimated correlation length
- H (float64): [information gained](https://arxiv.org/abs/2205.00009)
- Herr (float64): (Gaussian) $1\sigma$ error on $H$
- posterior (dict): summary information on the posterior marginals - a dictionary of lists each with as many items as the fit parameters, indexed as $\theta_i$ in the following:
- mean (list): expectation value of $\theta_i$
- stdev (list): standard deviation of $\theta_i$
- median (list): median of $\theta_i$
- errlo (list): one-sigma lower quantile of the marginal for $\theta_i$, i.e. $15.8655$% quantile
- errup (list): one-sigma upper quantile of the marginal for $\theta_i$, i.e. $84.1345$% quantile
- information_gain_bits (list): information gain from the marginal prior on $\theta_i$ to the posterior
- weighted_samples (dict): weighted samples from the posterior, as computed during sampling, sorted by their log-likelihood value
- upoints (ndarray): sample locations in the unit cube $[0, 1]^{d}$, where $d$ is the number of parameters - the shape is `n_iter` by $d$
- points (ndarray): sample locations in the physical, user-provided space (same shape as `upoints`)
- weights (ndarray): sample weights - shape `n_iter`, they add to 1
- logw (ndarray): ?
- bootstrapped_weights (ndarray): ?
- logl (ndarray): log-likelihood values at the sample points (?)
- samples (ndarray): re-weighted posterior samples: distributed according to $p(\theta | d)$ - these points are not sorted, and can be assumed to have been randomly shuffled (?)
- maximum_likelihood (dict): summary information on the maximum likelihood value $\theta_{ML}$ found by the posterior exploration
- logl (float64): value of the log-likelihood at this point: $p(d | \theta_{ML})$
- point (list): coordinates of $\theta_{ML}$ in the physical space
- point_untransformed (list): coordinates of $\theta_{ML}$ in the unit cube
- ncall (int): total number of likelihood evaluations (accepted and not)
- paramnames (list): input parameter names
- insertion_order_MWW_test (dict): results for the MWW test (?, what is [Buchner+21 in prep](https://johannesbuchner.github.io/UltraNest/performance.html#output-files)?)
- independent_iterations (float)
- converged (bool)
"""
# frac_remain=1 means 1:1 -> dlogz=log(0.5)
# frac_remain=0.1 means 1:10 -> dlogz=log(0.1)
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