Running Fits
Colibri supports four inference methods for PDF fitting:
Bayesian Fit: Employs Markov Chain Monte Carlo (MCMC) sampling to explore the posterior distribution.
Monte Carlo Replica Fit: Uses a parametric-bootstrap approach to approximate the posterior distribution via repeated resampling.
Analytic Fit: Computes the posterior distribution of model parameters by solving the linear regression analytically.
Hessian Fit: Utilizes the Hessian matrix to estimate uncertainties in the fit parameters.
In the sections that follow, we’ll explore the use cases and workflows for each method.