nestcheck: diagnostic tests for nested sampling calculations

Autor:	Higson, Edward, Handley, Will, Hobson, Mike, Lasenby, Anthony
Rok vydání:	2018
Předmět:	Statistics - Computation Astrophysics - Cosmology and Nongalactic Astrophysics Astrophysics - Instrumentation and Methods for Astrophysics Physics - Data Analysis Statistics and Probability
Zdroj:	Mon. Notices Royal Astron. Soc. 483, 2 (2019) p2044-2056
Druh dokumentu:	Working Paper
DOI:	10.1093/mnras/sty3090
Popis:	Nested sampling is an increasingly popular technique for Bayesian computation, in particular for multimodal, degenerate problems of moderate to high dimensionality. Without appropriate settings, however, nested sampling software may fail to explore such posteriors correctly; for example producing correlated samples or missing important modes. This paper introduces new diagnostic tests to assess the reliability both of parameter estimation and evidence calculations using nested sampling software, and demonstrates them empirically. We present two new diagnostic plots for nested sampling, and give practical advice for nested sampling software users in astronomy and beyond. Our diagnostic tests and diagrams are implemented in nestcheck: a publicly available Python package for analysing nested sampling calculations, which is compatible with output from MultiNest, PolyChord and dyPolyChord. Comment: Minor updates and improvements to text. Added extra figure. 12 pages + appendix, 15 figures
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1804.06406 Zobrazit plný text záznamu View this record from Arxiv