On marginals and profiled posteriors for cosmological parameter estimation
Cosmology and Nongalactic Astrophysics
2024-11-05 v2 Data Analysis, Statistics and Probability
Abstract
With several examples and in an analysis of the Pantheon+ supernova sample we discuss the properties of the marginal posterior distribution versus the profiled posterior distribution -- the profile likelihood in a Bayesian disguise. We investigate whether maximisation, as used for the profiling, or integration, as used for the marginalisation, is more appropriate. To report results we recommend the marginal posterior distribution.
Keywords
Cite
@article{arxiv.2408.02063,
title = {On marginals and profiled posteriors for cosmological parameter estimation},
author = {Martin Kerscher and Jochen Weller},
journal= {arXiv preprint arXiv:2408.02063},
year = {2024}
}
Comments
24 pages, 10 figures, now includes an extended motivation and discussion as well as a valuation of the Laplace approximation