Getting covariance matrix from emcee

27 views
Skip to first unread message

Arianna Foschi

unread,
Nov 21, 2022, 8:20:43 AM11/21/22
to emcee users
Hello everybody, 

I apologies if this question has already been answered but I couldn't find any references. I'm sampling a 14 parameters model using emcee and I get a posterior distribution for one of the parameters that has the following shape (the other parameters have all Gaussian distributions):
Schermata 2022-11-21 alle 10.31.21.png.
I want to find the best-fit value for x with associated uncertainty. Computing the value of x_max that maximizes the likelihood is not a big deal, however in order to estimate the variance associated with x_max (I think) I need to use the following formula: 
Schermata 2022-11-21 alle 11.41.22.png
and so I need the (inverse) covariance matrix of my estimators. 
How can I get this information from my sampler? I didn't find any useful information in the available emcee documentation. 

Thank you very much in advance,
Arianna Foschi. 
Reply all
Reply to author
Forward
0 new messages