Source code for

""" Common utility functions for calculation of likelihoods

import logging
import warnings
from distutils.util import strtobool

import numpy
import numpy.random
import tqdm

from scipy.special import logsumexp, i0e
from scipy.interpolate import RectBivariateSpline, interp1d
from pycbc.distributions import JointDistribution

from pycbc.detector import Detector

# Earth radius in seconds

[docs]def str_to_tuple(sval, ftype): """ Convenience parsing to convert str to tuple""" if sval is None: return () return tuple(ftype(x.strip(' ')) for x in sval.split(','))
[docs]def str_to_bool(sval): """ Ensure value is a bool if it can be converted """ if isinstance(sval, str): return strtobool(sval) return sval
[docs]def draw_sample(loglr, size=None): """ Draw a random index from a 1-d vector with loglr weights """ if size: x = numpy.random.uniform(size=size) else: x = numpy.random.uniform() loglr = loglr - loglr.max() cdf = numpy.exp(loglr).cumsum() cdf /= cdf[-1] xl = numpy.searchsorted(cdf, x) return xl
[docs]class DistMarg(): """Help class to add bookkeeping for likelihood marginalization""" marginalize_phase = None distance_marginalization = None distance_interpolator = None
[docs] def setup_marginalization(self, variable_params, marginalize_phase=False, marginalize_distance=False, marginalize_distance_param='distance', marginalize_distance_samples=int(1e4), marginalize_distance_interpolator=False, marginalize_distance_snr_range=None, marginalize_distance_density=None, marginalize_vector_params=None, marginalize_vector_samples=1e3, marginalize_sky_initial_samples=1e6, **kwargs): """ Setup the model for use with distance marginalization This function sets up precalculations for distance / phase marginalization. For distance margininalization it modifies the model to internally remove distance as a parameter. Parameters ---------- variable_params: list of strings The set of variable parameters marginalize_phase: bool, False Do analytic marginalization (appopriate only for 22 mode waveforms) marginalize_distance: bool, False Marginalize over distance marginalize_distance_param: str Name of the parameter that is used to determine the distance. This might be 'distance' or a parameter which can be converted to distance by a provided univariate transformation. marginalize_distance_interpolator: bool Use a pre-calculated interpolating function for the distance marginalized likelihood. marginalize_distance_snr_range: tuple of floats, (1, 50) The SNR range for the interpolating function to be defined in. If a sampler goes outside this range, the logl will be returned as -numpy.inf. marginalize_distance_density: tuple of intes, (1000, 1000) The dimensions of the interpolation grid over (sh, hh). Returns ------- variable_params: list of strings Set of variable params (missing distance-related parameter). kwags: dict The keyword arguments to the model initialization, may be modified from the original set by this function. """ def pop_prior(param): variable_params.remove(param) old_prior = kwargs['prior'] dists = [d for d in old_prior.distributions if param not in d.params] dprior = [d for d in old_prior.distributions if param in d.params][0] prior = JointDistribution(variable_params, *dists, **old_prior.kwargs) kwargs['prior'] = prior return dprior self.reconstruct_phase = False self.reconstruct_distance = False self.reconstruct_vector = False self.precalc_antennna_factors = False # Handle any requested parameter vector / brute force marginalizations self.marginalize_vector_params = {} self.marginalized_vector_priors = {} self.vsamples = int(marginalize_vector_samples) self.marginalize_sky_initial_samples = \ int(float(marginalize_sky_initial_samples)) for param in str_to_tuple(marginalize_vector_params, str):'Marginalizing over %s, %s points from prior', param, self.vsamples) self.marginalized_vector_priors[param] = pop_prior(param) # Remove in the future, backwards compatibility if 'polarization_samples' in kwargs: warnings.warn("use marginalize_vector_samples rather " "than 'polarization_samples'", DeprecationWarning) pol_uniform = numpy.linspace(0, numpy.pi * 2.0, self.vsamples) self.marginalize_vector_params['polarization'] = pol_uniform self.vsamples = int(kwargs['polarization_samples']) kwargs.pop('polarization_samples') self.reset_vector_params() self.marginalize_phase = str_to_bool(marginalize_phase) self.distance_marginalization = False self.distance_interpolator = None marginalize_distance = str_to_bool(marginalize_distance) self.marginalize_distance = marginalize_distance if not marginalize_distance: return variable_params, kwargs if isinstance(marginalize_distance_snr_range, str): marginalize_distance_snr_range = \ str_to_tuple(marginalize_distance_snr_range, float) if isinstance(marginalize_distance_density, str): marginalize_distance_density = \ str_to_tuple(marginalize_distance_density, int)'Marginalizing over distance') # Take distance out of the variable params since we'll handle it # manually now dprior = pop_prior(marginalize_distance_param) if len(dprior.params) != 1 or not hasattr(dprior, 'bounds'): raise ValueError('Distance Marginalization requires a ' 'univariate and bounded prior') # Set up distance prior vector and samples # (1) prior is using distance if dprior.params[0] == 'distance':"Prior is directly on distance, setting up " "%s grid weights", marginalize_distance_samples) dmin, dmax = dprior.bounds['distance'] dist_locs = numpy.linspace(dmin, dmax, int(marginalize_distance_samples)) dist_weights = [dprior.pdf(distance=l) for l in dist_locs] dist_weights = numpy.array(dist_weights) # (2) prior is univariate and can be converted to distance elif marginalize_distance_param != 'distance': waveform_transforms = kwargs['waveform_transforms'] pname = dprior.params[0]"Settings up transform, prior is in terms of" " %s", pname) wtrans = [d for d in waveform_transforms if 'distance' not in d.outputs] if len(wtrans) == 0: wtrans = None kwargs['waveform_transforms'] = wtrans dtrans = [d for d in waveform_transforms if 'distance' in d.outputs][0] v = dprior.rvs(int(1e8)) d = dtrans.transform({pname: v[pname]})['distance'] d.sort() cdf = numpy.arange(1, len(d)+1) / len(d) i = interp1d(d, cdf) dmin, dmax = d.min(), d.max()'Distance range %s-%s', dmin, dmax) x = numpy.linspace(dmin, dmax, int(marginalize_distance_samples) + 1) xl, xr = x[:-1], x[1:] dist_locs = 0.5 * (xr + xl) dist_weights = i(xr) - i(xl) else: raise ValueError("No prior seems to determine the distance") dist_weights /= dist_weights.sum() dist_ref = 0.5 * (dmax + dmin) self.dist_locs = dist_locs self.distance_marginalization = dist_ref / dist_locs, dist_weights self.distance_interpolator = None if str_to_bool(marginalize_distance_interpolator): setup_args = {} if marginalize_distance_snr_range: setup_args['snr_range'] = marginalize_distance_snr_range if marginalize_distance_density: setup_args['density'] = marginalize_distance_density i = setup_distance_marg_interpolant(self.distance_marginalization, phase=self.marginalize_phase, **setup_args) self.distance_interpolator = i kwargs['static_params']['distance'] = dist_ref return variable_params, kwargs
[docs] def reset_vector_params(self): """ Redraw vector params from their priors """ for param in self.marginalized_vector_priors: vprior = self.marginalized_vector_priors[param] values = vprior.rvs(self.vsamples)[param] self.marginalize_vector_params[param] = values
[docs] def marginalize_loglr(self, sh_total, hh_total, skip_vector=False, return_peak=False): """ Return the marginal likelihood Parameters ----------- sh_total: float or ndarray The total <s|h> inner product summed over detectors hh_total: float or ndarray The total <h|h> inner product summed over detectors skip_vector: bool, False If true, and input is a vector, do not marginalize over that vector, instead return the likelihood values as a vector. """ interpolator = self.distance_interpolator return_complex = False distance = self.distance_marginalization if self.reconstruct_vector: skip_vector = True if self.reconstruct_distance: interpolator = None skip_vector = True if self.reconstruct_phase: interpolator = None distance = False skip_vector = True return_complex = True return marginalize_likelihood(sh_total, hh_total, logw=self.marginalize_vector_weights, phase=self.marginalize_phase, interpolator=interpolator, distance=distance, skip_vector=skip_vector, return_complex=return_complex, return_peak=return_peak)
[docs] def premarg_draw(self): """ Choose random samples from prechosen set""" # Update the current proposed times and the marginalization values logw = self.premarg['logw_partial'] choice = numpy.random.randint(0, len(logw), size=self.vsamples) for k in self.snr_params: self.marginalize_vector_params[k] = self.premarg[k][choice] self._current_params.update(self.marginalize_vector_params) self.sample_idx = self.premarg['sample_idx'][choice] # Update the importance weights for each vector sample logw = self.marginalize_vector_weights + logw[choice] self.marginalize_vector_weights = logw - logsumexp(logw) return self.marginalize_vector_params
[docs] def snr_draw(self, wfs=None, snrs=None, size=None): """ Improve the monte-carlo vector marginalization using the SNR time series of each detector """ try: p = self.current_params set_scalar = numpy.isscalar(p['tc']) except: set_scalar = False if not set_scalar: if hasattr(self, 'premarg'): return self.premarg_draw() if snrs is None: snrs = self.get_snr(wfs) if ('tc' in self.marginalized_vector_priors and not ('ra' in self.marginalized_vector_priors or 'dec' in self.marginalized_vector_priors)): return self.draw_times(snrs, size=size) elif ('tc' in self.marginalized_vector_priors and 'ra' in self.marginalized_vector_priors and 'dec' in self.marginalized_vector_priors): return self.draw_sky_times(snrs, size=size) else: # OK, we couldn't do anything with the requested monte-carlo # marginalizations. self.precalc_antenna_factors = None return None
[docs] def draw_times(self, snrs, size=None): """ Draw times consistent with the incoherent network SNR Parameters ---------- snrs: dist of TimeSeries """ if not hasattr(self, 'tinfo'): # determine the rough time offsets for this sky location tcmin, tcmax = self.marginalized_vector_priors['tc'].bounds['tc'] tcave = (tcmax + tcmin) / 2.0 ifos = list(snrs.keys()) if hasattr(self, 'keep_ifos'): ifos = self.keep_ifos d = {ifo: Detector(ifo, reference_time=tcave) for ifo in ifos} self.tinfo = tcmin, tcmax, tcave, ifos, d self.snr_params = ['tc'] tcmin, tcmax, tcave, ifos, d = self.tinfo vsamples = size if size is not None else self.vsamples # Determine the weights for the valid time range ra = self._current_params['ra'] dec = self._current_params['dec'] # Determine the common valid time range iref = ifos[0] dref = d[iref] dt = dref.time_delay_from_earth_center(ra, dec, tcave) starts = [] ends = [] tmin, tmax = tcmin - dt, tcmax + dt if hasattr(self, 'tstart'): tmin = self.tstart[iref] tmax = self.tend[iref] starts.append(max(tmin, snrs[iref].start_time)) ends.append(min(tmax, snrs[iref].end_time)) idels = {} for ifo in ifos[1:]: dti = d[ifo].time_delay_from_detector(dref, ra, dec, tcave) idel = round(dti / snrs[iref].delta_t) * snrs[iref].delta_t idels[ifo] = idel starts.append(snrs[ifo].start_time - idel) ends.append(snrs[ifo].end_time - idel) start = max(starts) end = min(ends) if end <= start: return # get the weights snr = snrs[iref].time_slice(start, end, mode='nearest') logweight = snr.squared_norm().numpy() for ifo in ifos[1:]: idel = idels[ifo] snrv = snrs[ifo].time_slice(snr.start_time + idel, snr.end_time + idel, mode='nearest') logweight += snrv.squared_norm().numpy() logweight /= 2.0 # Draw proportional to the incoherent likelihood # Draw first which time sample tci = draw_sample(logweight, size=vsamples) # Second draw a subsample size offset so that all times are covered tct = numpy.random.uniform(-snr.delta_t / 2.0, snr.delta_t / 2.0, size=vsamples) tc = tct + tci * snr.delta_t + float(snr.start_time) - dt # Update the current proposed times and the marginalization values logw = - logweight[tci] self.marginalize_vector_params['tc'] = tc self.marginalize_vector_params['logw_partial'] = logw if self._current_params is not None: # Update the importance weights for each vector sample logw = self.marginalize_vector_weights + logw self._current_params.update(self.marginalize_vector_params) self.marginalize_vector_weights = logw - logsumexp(logw) return self.marginalize_vector_params
[docs] def draw_sky_times(self, snrs, size=None): """ Draw ra, dec, and tc together using SNR timeseries to determine monte-carlo weights. """ # First setup # precalculate dense sky grid and make dict and or array of the results ifos = list(snrs.keys()) if hasattr(self, 'keep_ifos'): ifos = self.keep_ifos ikey = ''.join(ifos) # No good SNR peaks, go with prior draw if len(ifos) == 0: return def make_init(): self.snr_params = ['tc', 'ra', 'dec'] size = self.marginalize_sky_initial_samples'drawing samples: %s', size) ra = self.marginalized_vector_priors['ra'].rvs(size=size)['ra'] dec = self.marginalized_vector_priors['dec'].rvs(size=size)['dec'] tcmin, tcmax = self.marginalized_vector_priors['tc'].bounds['tc'] tcave = (tcmax + tcmin) / 2.0 d = {ifo: Detector(ifo, reference_time=tcave) for ifo in} # What data structure to hold times? Dict of offset -> list?'sorting into time delay dict') dts = [] for i in range(len(ifos) - 1): dt = d[ifos[0]].time_delay_from_detector(d[ifos[i+1]], ra, dec, tcave) dt = numpy.rint(dt / snrs[ifos[0]].delta_t) dts.append(dt) fp, fc, dtc = {}, {}, {} for ifo in fp[ifo], fc[ifo] = d[ifo].antenna_pattern(ra, dec, 0.0, tcave) dtc[ifo] = d[ifo].time_delay_from_earth_center(ra, dec, tcave) dmap = {} for i, t in enumerate(tqdm.tqdm(zip(*dts))): if t not in dmap: dmap[t] = [] dmap[t].append(i) if len(ifos) == 1: dmap[()] = numpy.arange(0, size, 1).astype(int) return dmap, tcmin, tcmax, fp, fc, ra, dec, dtc if not hasattr(self, 'tinfo'): self.tinfo = {} if ikey not in self.tinfo:'pregenerating sky pointings') self.tinfo[ikey] = make_init() dmap, tcmin, tcmax, fp, fc, ra, dec, dtc = self.tinfo[ikey] vsamples = size if size is not None else self.vsamples # draw times from each snr time series # Is it worth doing this if some detector has low SNR? sref = None iref = None idx = [] dx = [] mcweight = None for ifo in ifos: snr = snrs[ifo] tmin, tmax = tcmin - EARTH_RADIUS, tcmax + EARTH_RADIUS if hasattr(self, 'tstart'): tmin = self.tstart[ifo] tmax = self.tend[ifo] start = max(tmin, snrs[ifo].start_time) end = min(tmax, snrs[ifo].end_time) snr = snr.time_slice(start, end, mode='nearest') w = snr.squared_norm().numpy() / 2.0 i = draw_sample(w, size=vsamples) if sref is not None: mcweight -= w[i] delt = float(snr.start_time - sref.start_time) i += round(delt / sref.delta_t) dx.append(iref - i) else: sref = snr iref = i mcweight = -w[i] idx.append(i) # check if delay is in dict, if not, throw out ti = [] ix = [] wi = [] rand = numpy.random.uniform(0, 1, size=vsamples) for i in range(vsamples): t = tuple(x[i] for x in dx) if t in dmap: randi = int(rand[i] * (len(dmap[t]))) ix.append(dmap[t][randi]) wi.append(len(dmap[t])) ti.append(i) # If we had really poor efficiency at finding a point, we should # give up and just use the original random draws if len(ra) < 0.05 * vsamples: return # fill back to fixed size with repeat samples # sample order is random, so this should be OK statistically ix = numpy.resize(numpy.array(ix, dtype=int), vsamples) self.sample_idx = ix self.precalc_antenna_factors = fp, fc, dtc ra = ra[ix] dec = dec[ix] dtc = {ifo: dtc[ifo][ix] for ifo in dtc} ti = numpy.resize(numpy.array(ti, dtype=int), vsamples) wi = numpy.resize(numpy.array(wi), vsamples) # Second draw a subsample size offset so that all times are covered tct = numpy.random.uniform(-snr.delta_t / 2.0, snr.delta_t / 2.0, size=len(ti)) tc = tct + iref[ti] * snr.delta_t + float(sref.start_time) - dtc[ifos[0]] # Update the current proposed times and the marginalization values logw_sky = mcweight[ti] + numpy.log(wi) self.marginalize_vector_params['tc'] = tc self.marginalize_vector_params['ra'] = ra self.marginalize_vector_params['dec'] = dec self.marginalize_vector_params['logw_partial'] = logw_sky if self._current_params is not None: # Update the importance weights for each vector sample logw = self.marginalize_vector_weights + logw_sky self._current_params.update(self.marginalize_vector_params) self.marginalize_vector_weights = logw - logsumexp(logw) return self.marginalize_vector_params
[docs] def get_precalc_antenna_factors(self, ifo): """ Get the antenna factors for marginalized samples if they exist """ ix = self.sample_idx fp, fc, dtc = self.precalc_antenna_factors return fp[ifo][ix], fc[ifo][ix], dtc[ifo][ix]
[docs] def setup_peak_lock(self, sample_rate=4096, snrs=None, peak_lock_snr=None, peak_lock_ratio=1e4, peak_lock_region=4, **kwargs): """ Determine where to constrain marginalization based on the observed reference SNR peaks. Parameters ---------- sample_rate : float The SNR sample rate snrs : Dict of SNR time series Either provide this or the model needs a function to get the reference SNRs. peak_lock_snr: float The minimum SNR to bother restricting from the prior range peak_lock_ratio: float The likelihood ratio (not log) relative to the peak to act as a threshold bounding region. peak_lock_region: int Number of samples to inclue beyond the strict region determined by the relative likelihood """ if 'tc' not in self.marginalized_vector_priors: return tcmin, tcmax = self.marginalized_vector_priors['tc'].bounds['tc'] tstart = tcmin - EARTH_RADIUS tmax = tcmax - tcmin + EARTH_RADIUS * 2.0 num_samples = int(tmax * sample_rate) self.tstart = {ifo: tstart for ifo in} self.num_samples = {ifo: num_samples for ifo in} if snrs is None: if not hasattr(self, 'ref_snr'): raise ValueError("Model didn't have a reference SNR!") snrs = self.ref_snr # Restrict the time range for constructing SNR time series # to identifiable peaks if peak_lock_snr is not None: peak_lock_snr = float(peak_lock_snr) peak_lock_ratio = float(peak_lock_ratio) peak_lock_region = int(peak_lock_region) for ifo in snrs: s = max(tstart, snrs[ifo].start_time) e = min(tstart + tmax, snrs[ifo].end_time) z = snrs[ifo].time_slice(s, e, mode='nearest') peak_snr, imax = z.abs_max_loc() times = z.sample_times peak_time = times[imax]'%s: Max Ref SNR Peak of %s at %s', ifo, peak_snr, peak_time) if peak_snr > peak_lock_snr: target = peak_snr ** 2.0 / 2.0 - numpy.log(peak_lock_ratio) target = (target * 2.0) ** 0.5 region = numpy.where(abs(z) > target)[0] ts = times[region[0]] - peak_lock_region / sample_rate te = times[region[-1]] + peak_lock_region / sample_rate self.tstart[ifo] = ts self.num_samples[ifo] = int((te - ts) * sample_rate) # Check times are commensurate with each other for ifo in snrs: ts = self.tstart[ifo] te = ts + self.num_samples[ifo] / sample_rate for ifo2 in snrs: if ifo == ifo2: continue ts2 = self.tstart[ifo2] te2 = ts2 + self.num_samples[ifo2] / sample_rate det = Detector(ifo) dt = Detector(ifo2).light_travel_time_to_detector(det) ts = max(ts, ts2 - dt) te = min(te, te2 + dt) self.tstart[ifo] = ts self.num_samples[ifo] = int((te - ts) * sample_rate) + 1'%s: use region %s-%s, %s points', ifo, ts, te, self.num_samples[ifo]) self.tend = self.tstart.copy() for ifo in snrs: self.tend[ifo] += self.num_samples[ifo] / sample_rate
[docs] def draw_ifos(self, snrs, peak_snr_threshold=4.0, log=True, precalculate_marginalization_points=False, **kwargs): """ Helper utility to determine which ifos we should use based on the reference SNR time series. """ if 'tc' not in self.marginalized_vector_priors: return peak_snr_threshold = float(peak_snr_threshold) tcmin, tcmax = self.marginalized_vector_priors['tc'].bounds['tc'] ifos = list(snrs.keys()) keep_ifos = [] psnrs = [] for ifo in ifos: snr = snrs[ifo] start = max(tcmin - EARTH_RADIUS, snr.start_time) end = min(tcmax + EARTH_RADIUS, snr.end_time) snr = snr.time_slice(start, end, mode='nearest') psnr = abs(snr).max() if psnr > peak_snr_threshold: keep_ifos.append(ifo) psnrs.append(psnr) if log:"Ifos used for SNR based draws:" " %s, snrs: %s, peak_snr_threshold=%s", keep_ifos, psnrs, peak_snr_threshold) self.keep_ifos = keep_ifos if precalculate_marginalization_points: num_points = int(float(precalculate_marginalization_points)) self.premarg = self.snr_draw(size=num_points, snrs=snrs).copy() self.premarg['sample_idx'] = self.sample_idx return keep_ifos
@property def current_params(self): """ The current parameters If a parameter has been vector marginalized, the likelihood should expect an array for the given parameter. This allows transparent vectorization for many models. """ params = self._current_params for k in self.marginalize_vector_params: if k not in params: params[k] = self.marginalize_vector_params[k] self.marginalize_vector_weights = - numpy.log(self.vsamples) return params
[docs] def reconstruct(self, rec=None, seed=None, set_loglr=None): """ Reconstruct the distance or vectored marginalized parameter of this class. """ if seed: numpy.random.seed(seed) if rec is None: rec = {} if set_loglr is None: def get_loglr(): p = self.current_params.copy() p.update(rec) self.update(**p) return self.loglr else: get_loglr = set_loglr if self.marginalize_vector_params: logging.debug('Reconstruct vector') self.reconstruct_vector = True self.reset_vector_params() loglr = get_loglr() xl = draw_sample(loglr + self.marginalize_vector_weights) for k in self.marginalize_vector_params: rec[k] = self.marginalize_vector_params[k][xl] self.reconstruct_vector = False if self.distance_marginalization: logging.debug('Reconstruct distance') # call likelihood to get vector output self.reconstruct_distance = True _, weights = self.distance_marginalization loglr = get_loglr() xl = draw_sample(loglr + numpy.log(weights)) rec['distance'] = self.dist_locs[xl] self.reconstruct_distance = False if self.marginalize_phase: logging.debug('Reconstruct phase') self.reconstruct_phase = True s, h = get_loglr() phasev = numpy.linspace(0, numpy.pi*2.0, int(1e4)) # This assumes that the template was conjugated in inner products loglr = (numpy.exp(-2.0j * phasev) * s).real + h xl = draw_sample(loglr) rec['coa_phase'] = phasev[xl] self.reconstruct_phase = False rec['loglr'] = loglr[xl] rec['loglikelihood'] = self.lognl + rec['loglr'] return rec
[docs]def setup_distance_marg_interpolant(dist_marg, phase=False, snr_range=(1, 50), density=(1000, 1000)): """ Create the interpolant for distance marginalization Parameters ---------- dist_marg: tuple of two arrays The (dist_loc, dist_weight) tuple which defines the grid for integrating over distance snr_range: tuple of (float, float) Tuple of min, max SNR that the interpolant is expected to work for. density: tuple of (float, float) The number of samples in either dimension of the 2d interpolant Returns ------- interp: function Function which returns the precalculated likelihood for a given inner product sh/hh. """ dist_rescale, _ = dist_marg"Interpolator valid for SNRs in %s", snr_range)"Interpolator using grid %s", density) # approximate maximum shr and hhr values, assuming the true SNR is # within the indicated range (and neglecting noise fluctuations) snr_min, snr_max = snr_range smax = dist_rescale.max() smin = dist_rescale.min() shr_max = snr_max ** 2.0 / smin hhr_max = snr_max ** 2.0 / smin / smin shr_min = snr_min ** 2.0 / smax hhr_min = snr_min ** 2.0 / smax / smax shr = numpy.geomspace(shr_min, shr_max, density[0]) hhr = numpy.geomspace(hhr_min, hhr_max, density[1]) lvals = numpy.zeros((len(shr), len(hhr)))'Setup up likelihood interpolator') for i, sh in enumerate(tqdm.tqdm(shr)): for j, hh in enumerate(hhr): lvals[i, j] = marginalize_likelihood(sh, hh, distance=dist_marg, phase=phase) interp = RectBivariateSpline(shr, hhr, lvals) def interp_wrapper(x, y, bounds_check=True): k = None if bounds_check: if isinstance(x, float): if x > shr_max or x < shr_min or y > hhr_max or y < hhr_min: return -numpy.inf else: k = (x > shr_max) | (x < shr_min) k = k | (y > hhr_max) | (y < hhr_min) v = interp(x, y, grid=False) if k is not None: v[k] = -numpy.inf return v return interp_wrapper
[docs]def marginalize_likelihood(sh, hh, logw=None, phase=False, distance=False, skip_vector=False, interpolator=None, return_peak=False, return_complex=False, ): """ Return the marginalized likelihood. Apply various marginalizations to the data, including phase, distance, and brute-force vector marginalizations. Several options relate to how the distance marginalization is approximated and others allow for special return products to aid in parameter reconstruction. Parameters ---------- sh: complex float or numpy.ndarray The data-template inner product hh: complex float or numpy.ndarray The template-template inner product logw: log weighting factors if vector marginalization is used, if not given, each sample is assumed to be equally weighted phase: bool, False Enable phase marginalization. Only use if orbital phase can be related to just a single overall phase (e.g. not true for waveform with sub-dominant modes) skip_vector: bool, False Don't apply marginalization of vector component of input (i.e. leave as vector). interpolator: function, None If provided, internal calculation is skipped in favor of a precalculated interpolating function which takes in sh/hh and returns the likelihood. return_peak: bool, False Return the peak likelihood and index if using passing an array as input in addition to the marginalized over the array likelihood. return_complex: bool, False Return the sh / hh data products before applying phase marginalization. This option is intended to aid in reconstucting phase marginalization and is unlikely to be useful for other purposes. Returns ------- loglr: float The marginalized loglikehood ratio """ if distance and not interpolator and not numpy.isscalar(sh): raise ValueError("Cannot do vector marginalization " "and distance at the same time") if logw is None: if isinstance(hh, float): logw = 0 else: logw = -numpy.log(len(sh)) if return_complex: pass elif phase: sh = abs(sh) else: sh = sh.real if interpolator: # pre-calculated result for this function vloglr = interpolator(sh, hh) if skip_vector: return vloglr else: # explicit calculation if distance: # brute force distance path dist_rescale, dist_weights = distance sh = sh * dist_rescale hh = hh * dist_rescale ** 2.0 logw = numpy.log(dist_weights) if return_complex: return sh, -0.5 * hh # Apply the phase marginalization if phase: sh = numpy.log(i0e(sh)) + sh # Calculate loglikelihood ratio vloglr = sh - 0.5 * hh if return_peak: maxv = vloglr.argmax() maxl = vloglr[maxv] # Do brute-force marginalization if loglr is a vector if isinstance(vloglr, float): vloglr = float(vloglr) elif not skip_vector: vloglr = float(logsumexp(vloglr, b=numpy.exp(logw))) if return_peak: return vloglr, maxv, maxl return vloglr