Is the covariance matrix(outputting file of CosmoMC, eg.
test.covmat) the invertion of Fisher matrix at the best fitting
point?
I'm confused, because the params.ini says one "can use covariance
matrix for proposal density", but I think the covariance matrix
derived from Fisher matrix is very different from the proposal
matrix in the MCMC technology.
covariance matrix and proposal matrix

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 Joined: July 25 2007
 Affiliation: The National Astronomical Observatories, Chinese Academy of Science

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Re: covariance matrix and proposal matrix
It is the covariance matrix of the samples.
If supplied for an MCMC run it is used to construct a decent proposal matrix that knows about parameter scales and correlations.
If supplied for an MCMC run it is used to construct a decent proposal matrix that knows about parameter scales and correlations.

 Posts: 7
 Joined: July 25 2007
 Affiliation: The National Astronomical Observatories, Chinese Academy of Science
covariance matrix and proposal matrix
I see, thank you very much!