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Add MCMC combine method and improve shuffle behaviour when combining results

Merged Gregory Ashton requested to merge result-improvement into master

Cherry picked results from !945 (merged)

Note: this will change the default behaviour when combining both MCMC and nested samples. Instead of shuffling the results together, they will be unshuffled enabling converge checks of the individual chains.

  • Add option to shuffle posteriors when combining (default to false)
  • Add mcmc sample combine
Edited by Gregory Ashton

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Pipeline #216556 passed

Pipeline passed for 27fa1e48 on result-improvement

Test coverage 59.00% (0.00%) from 1 job
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  • Gregory Ashton changed milestone to %1.1.2

    changed milestone to %1.1.2

  • To clarify the change, here are some plots.

    Current behaviour

    If you run pesummary (or just plot the posterior chain) for a single dynesty run. You will get a plot which shows the evolution of samples as the sampler climbs the likelihood surface:

    image

    But, if you plot the samples from multiple combined samples from dynesty and the current master you will get something that looks like this:

    image

    The samples get shuffled and you lose the structure.

    Proposed behaviour

    With this MR, you will get the same plot if you run a single sampler. But, if you merge multiple samplers runs together you'll get:

    image

    This is an improvement because: a) The current behaviour is inconsistent between single and multi-chain runs leading to user confusion b) Seeing the individual chains enables an assessment of convergence and the identification of "bad chains". c) Downstream users may still shuffle their posteriors if they want to remove the structure.

  • Gregory Ashton changed title from Cherry picked results from !905: to Add MCMC combine method and improve shuffle behaviour when combining results

    changed title from Cherry picked results from !905: to Add MCMC combine method and improve shuffle behaviour when combining results

  • Gregory Ashton changed the description

    changed the description

  • Colm Talbot approved this merge request

    approved this merge request

  • Gregory Ashton added 3 commits

    added 3 commits

    Compare with previous version

  • Matthew David Pitkin approved this merge request

    approved this merge request

  • Christopher Philip Luke Berry approved this merge request

    approved this merge request

  • added Sampling label

  • Moritz Huebner mentioned in commit fea22763

    mentioned in commit fea22763

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