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):
.
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:
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.