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bkloppenborg / simtoi

The SImulation and Modeling Tool for Optical Interferometry
GNU General Public License v3.0
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Minimizer: Bootstrap #49

Closed bkloppenborg closed 11 years ago

bkloppenborg commented 12 years ago

It would be useful to have a bootstrap minimizer built into SIMTOI so statistics from existing minimizers (i.e. Levmar and MultiNest) can be verified using traditional statistical approaches.

If the data loaded are of size N, then

  1. Pick some random sample of the data (with some repeats) totaling size N
  2. Run some minimizer (levmar?) and record the best-fit parameters and ending chi2
  3. Repeat this 1000's of times
  4. Output the raw data and output a statistics file consisting of the histogram of chi2 vs. parameter values.
  5. Then use the results of the histograms to generate statistical information (i.e. nominal values and uncertainties).
bkloppenborg commented 12 years ago

John Monnier suggests that the bootstrap minimizer should keep data that would be correlated (i.e. adjacent spectral channels at a particular UV point) should all be active/deactivated during a single bootstrap iteration. At present we activate the data randomly.

bkloppenborg commented 11 years ago

Additional bootstrapping methods added to ccoifits and merged prior to 2e6d952656394a569cae5fee84dbfd614658ec0e.