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cosmosis / samplers / snake

The Snake sampler

Intelligent Grid exploration

Name: Snake

Version: 1.0

Author(s): CosmoSIS Team

URL: https://bitbucket.org/joezuntz/cosmosis

Cite: ApJ 777 172 (2013)

Parallel: parallel

Snake is a more intelligent version of the grid sampler that avoids taking large number of samples with a low likelihood, which the naive grid sampler nearly always does.

It does ultimately have the same bad behaviour as you go to a higher number of dimensions, though you can push it higher than with the straight grid.

The Snake sampler maintains a list of samples on the interior and surface of the parameter combinations it has explored. This allows it to first move gradually towards the maximum likelihood and then gradually diffuse outwards from that point in all the different dimensions.

Snake outputs can be postprocessed in exactly the same way as grid samples, with missing entries assumed to have zero posterior.

Installation

No special installation required; everything is packaged with CosmoSIS

Parameters

These parameters can be set in the sampler's section in the ini parameter file.
If no default is specified then the parameter is required. A listing of "(empty)" means a blank string is the default.

Parameter Type Meaning Default
threshold float Termination for difference betwen max-like and highest surface likelihood 4.0
nsample_dimension integer Number of grid points per dimension 10
maxiter integer Maximum number of samples to take 100000

Updated