Provide a program that act as a test platform for researching best physical models that can explain observational data
Other Knowledge: Bayesian Statistics, Likelihood-based Optimisation problem, Physics
Contributor: Othman Benomar
Users: Othman Benomar, Academic researchers and students in France (IRAP, Toulouse), India (TIFR, Mumbai), UAE (NYUAD, Abu Dhabi)
History: Started in 2009. First functional version in 2010. Still maintained as of today
Github: https://github.com/OthmanB/TAMCMC-CInputs: Configurations files, Input Data in ASCII format (2-column format)
Outputs: Binary data files, diagnostics plots and files, results summary files
Details: This is a modular Bayesian fitting algorithm initially developed in IDL and converted in C++ for efficiency reason. The core of the algorithm is using research done by Y. Atchade 2005 (
https://pdfs.semanticscholar.org/0f0c/30a5bb83291007915f5b23614d0be62cd304.pdf). The premises of the fit is that the Posterior Probability Distribution is providing an unbiased result (unbiased estimator) and that the smallest theoretical uncertainty given by the lower bound of the Cramer-Rao inequality (ie, minimize the Fisher Information Matrix) can be reached.
The code includes three core algorithms:
- A Metropolis-Hasting algorithm to perform the MCMC sampling.
- A Robbins-Monroe algorithm to perform reinforcement learning of the MCMC sampling covariance matrix using the observed data.
- A Parallel-Tempering algorithm to enhance the sampling.
Several modules for setup and physical model definitions are also available, allowing the user to implement and test various possible physical models that may explain the observational data.