Further insipired by yesterday's post about binary fitting, I worked today on the treatment of nuisance parameters that have known distributions. These can be treated as noise sometimes. Let me explain:
If I had to cartoon inference (or measurement) in the face of nuisance parameters, I would say that frequentists profile (optimize) over the nuisances and Bayesians marginalize (integrate) over the nuisances. In general frequentists cannot integrate over anything, because there is no measure in any of the parameter spaces. But sometimes there is a measure. In particular, when there is a compact symmetry:
We know (or very strongly believe) that all possible orientations of a binary-star orbit are equally likely. In this model (or under this normal assumption) we have a distribution over two angles (theta and phi for that orbit pole, say); it is the distribution set by the compact group SO(2). Thus we can treat the orientation as a noise source with known distribution and integrate over it, just like we would any other noise source. So, in this case (and many cases like it) we can integrate (marginalize) even as frequentists. That is, there are frequentism-safe marginalizations possible in binary-star orbit fitting. This should drop the 12-parameter fits (for ESA Gaia data) down to 8-parameter, if I have done my math right.
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