Yesterday I gave a talk about data science at Oregon Physics. Today I talked about dark matter—on the chalk board. I talked about various bits of vapor-ware that we are doing with ESA Gaia and streams and The Snail. I also talked about the GD-1 perturbation found by Bonaca and Price-Whelan. That was followed by an excellent and fun lunch with the graduate students, in which they interviewed me about my career and science. Oregon Physics has a great PhD cohort.
In the afternoon, Ben Farr (Oregon) and I hived off to a rural brewery to discuss LIGO systematics and MCMC sampling. I have fantasies about calibrating the LIGO strain data using the enormous numbers of housekeeping channels that are recorded simultaneously with the strain. Farr was encouraging, in that he does not believe that big models of this sort have been seriously done inside the Consortium. That means there might be a role for me or for a collaboration that includes me.
On the MCMC front, we discussed a few different sampling ideas. One is a project by Farr called kombine, which is an ensemble sampler that uses the ensemble to inform an approximation to the posterior, which in turn informs the sampling. Another is vapor-ware by me called bento box which hierarchically splits your problem into a tree of disjoint problems until you get to a set of unimodal problems that are individually trivial. I realized while I was talking I could even use HMC with reflection moves to simplify the problem at the hard boundaries of the boxes in the bento box.
On the drive back to the airport, we found that we agreed on the point that no-one should ever compute a fully marginalized likelihood. That was refreshing; Farr is one of the very few Bayesians I know who get this point. It inspired me to spend my time at the airport tinkering with the paper I want to write on this subject.
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