The highlight of my research day was a long conversation with Hou and Goodman about stars, stellar oscillations (linear and non-linear), modeling those with Gaussian processes and the like, and next-generation Markov-Chain Monte Carlo methods. On the latter, the idea is to use an ensemble sampler (or a pair of them) to perform very high-quality proposals, for applications where posterior (likelihood or prior) calls are espensivo.
Will you be modelling solar-like oscillations with Gaussian Processes? I've done this as you know, but I was talking with Brandon Kelly about it recently and he reckoned it was possible to frame this problem in a "state-space framework" and then using the Kalman recursions, which is something I don't really understand, except apparently it's really great and would make the code O(N) instead of O(N^3).
ReplyDeleteAlso will the ensemble sampler be able to cope with problems of varying dimension (i.e. reversible jump?)