Abstract
Amongst dynamical modelling techniques, the made-to-measure (M2M) method for modelling steady-state systems is amongst the most flexible, allowing non-parametric distribution functions in complex gravitational potentials to be modelled efficiently using N-body particles. Here, we propose and test various improvements to the standard M2M method for modelling observed data, illustrated using the simple set-up of a one-dimensional harmonic oscillator. We demonstrate that nuisance parameters describing the modelled system's orientation with respect to the observer - e.g. an external galaxy's inclination or the Sun's position in the Milky Way-as well as the parameters of an external gravitational field can be optimized simultaneously with the particle weights. We develop a method for sampling from the high-dimensional uncertainty distribution of the particle weights. We combine this in a Gibbs sampler with samplers for the nuisance and potential parameters to explore the uncertainty distribution of the full set of parameters. We illustrate our M2M improvements by modelling the vertical density and kinematics of F-type stars in Gaia DR1. The novel M2M method proposed here allows full probabilistic modelling of steady-state dynamical systems, allowing uncertainties on the non-parametric distribution function and on nuisance parameters to be taken into account when constraining the dark and baryonic masses of stellar systems.