PDF Acta Numerica 2010 (Volume 19)

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A Bayesian method based on state space modelling is advanced instead. Within this framework, the likelihood is expressed in terms of the probability density function pdf of the state space variable and the sought model parameter vector is embedded within the domain of this pdf.

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As the measurable vector lives only inside an identified sub-volume of the system state space, the pdf of the state space variable is projected onto the space of the measurables, and it is in terms of the projected state space density that the likelihood is written; the final form of the likelihood is achieved after convolution with the distribution of measurement errors.

Application motivated vague priors are invoked and the posterior probability density of the model parameter vectors, given the data are computed. Inference is performed by taking posterior samples with adaptive MCMC. The method is illustrated on synthetic as well as real galactic data. Related Articles:.

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