The AstroStat Slog » global maximum http://hea-www.harvard.edu/AstroStat/slog Weaving together Astronomy+Statistics+Computer Science+Engineering+Intrumentation, far beyond the growing borders Fri, 09 Sep 2011 17:05:33 +0000 en-US hourly 1 http://wordpress.org/?v=3.4 A test for global maximum http://hea-www.harvard.edu/AstroStat/slog/2008/a-test-for-global-maximum/ http://hea-www.harvard.edu/AstroStat/slog/2008/a-test-for-global-maximum/#comments Wed, 02 Jul 2008 02:10:09 +0000 hlee http://hea-www.harvard.edu/AstroStat/slog/?p=354 If getting the first derivative (score function) and the second derivative (empirical Fisher information) of a (pseudo) likelihood function is feasible and checking regularity conditions is viable, a test for global maximum (Li and Jiang, JASA, 1999, Vol. 94, pp. 847-854) seems to be a useful reference for verifying the best fit solution.

I didn’t see any ways to confirm that best fit results from XSPEC or Sherpa are a global maximum without searching whole parameter space. My little understanding tells that many fitting algorithms do not guarantee a global maximum. By checking that the best fit solution is the global maximum and subsequently, the obtained error bar is expected to have the nominal coverage, we could save efforts of searching whole parameter space.

]]> http://hea-www.harvard.edu/AstroStat/slog/2008/a-test-for-global-maximum/feed/ 2