Compact representation of multivariate posterior probability distribution from simulated samples

A computer-implemented method comprising:

• ordering, on a computing device, a plurality of un-normalized probability density functions (UPDFs) by a UPDF value of each UPDF, wherein the plurality of UPDFs is associated with a chain of draws of a set of simulated samples, wherein each draw comprises multiple parameters, and wherein the UPDF values of the plurality of UPDFs map to the multivariate parameter values of the parameters of the chain of draws;
• selecting, on the computing device, a subset of the plurality of UPDFs based on the subset of the plurality of UPDFs having UPDF values within a range of UPDF values that corresponds to a specified range of parameter values to include in a subset of the set of simulated samples;
• and
• transmitting, from the computing device, to another computing device an indication of at least one draw of the chain comprising parameters having values to include in the subset of the set of simulated samples, wherein the indication identifies the at least one draw by referring to at least one UPDF of the plurality of UPDFs associated with the at least one draw.

An apparatus comprising:

• a processor component;
• a ranking component for execution by the processor component to:
• order a plurality of un-normalized probability density functions (UPDFs) by a UPDF value of each UPDF, wherein the plurality of UPDFs is associated with a chain of draws of a set of simulated samples, wherein each draw comprises multiple parameters, and wherein the UPDF values of the plurality of UPDFs map to the multivariate parameter values of the parameters of the chain of draws;
• and
• select a subset of the plurality of UPDFs based on the subset of the plurality of UPDFs having UPDF values within a range of UPDF values that corresponds to a specified range of parameter values to include in a subset of the set of simulated samples;
• and
• a communications component for execution by the processor component to transmit to another computing device an indication of at least one draw of the chain comprising parameters having values to include in the subset of the set of simulated samples, wherein the indication identifies the at least one draw by referring to at least one UPDF of the plurality of UPDFs associated with the at least one draw.

A computer-program product tangibly embodied in a non-transitory machine-readable storage medium, the computer-program product including instructions operable to cause a computing device to perform operations including:

• generate a portion of a set of simulated samples from a posterior probability distribution, wherein the set of simulated samples comprises a chain of draws of parameters;
• generate a portion of a set of un-normalized probability density functions (UPDFs), wherein each UPDF of the set of UPDFs is associated with one of the draws of the chain;
• select at least one draw of the chain to include in a subset of the set of simulated samples based on an indication of the at least one chain as included in the subset, wherein the indication specifies the at least one draw by at least one UPDF of the set of UPDFs, and wherein the at least one UPDF is associated with the at least one draw;
• and
• transmit parameter values of the at least one draw to a requesting device based on the indication.

A computer-implemented method comprising:

• generating, at a computing device, a portion of a set of simulated samples from a posterior probability distribution, wherein the set of simulated samples comprises a chain of draws of parameters;
• generating, at the computing device, a portion of a set of un-normalized probability density functions (UPDFs), wherein each UPDF of the set of UPDFs is associated with one of the draws of the chain;
• select, at the computing device, at least one draw of the chain to include in a subset of the set of simulated samples based on an indication of the at least one chain as included in the subset, wherein the indication specifies the at least one draw by at least one UPDF of the set of UPDFs, and wherein the at least one UPDF is associated with the at least one draw;
• and
• transmitting, from the computing device, parameter values of the at least one draw to a requesting device based on the indication.