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We present further development and the first public release of our multimodal nested sampling algorithm, called MultiNest. This Bayesian inference tool calculates the evidence, with an associated error estimate, and produces posterior samples from distributions that may contain multiple modes and pronounced (curving) degeneracies in high dimensions. The developments presented here lead to further substantial improvements in sampling efficiency and robustness, as compared to the original algorithm presented in Feroz & Hobson (2008), which itself significantly outperformed existing MCMC techniques in a wide range of astrophysical inference problems. The accuracy and economy of the MultiNest algorithm is demonstrated by application to two toy problems and to a cosmological inference problem focusing on the extension of the vanilla $Lambda$CDM model to include spatial curvature and a varying equation of state for dark energy. The MultiNest software is fully parallelized using MPI and includes an interface to CosmoMC (ascl:1106.025). It will also be released as part of the SuperBayeS package (ascl:1109.007) for the analysis of supersymmetric theories of particle physics.
SuperBayeS is a package for fast and efficient sampling of supersymmetric theories. It uses Bayesian techniques to explore multidimensional SUSY parameter spaces and to compare SUSY predictions with observable quantities, including sparticle masses, collider observables, dark matter abundance, direct detection cross sections, indirect detection quantities etc. Scanning can be performed using Markov Chain Monte Carlo (MCMC) technology or even more efficiently by employing a new scanning technique called, MultiNest. which implements the nested sampling algorithm. Using MultiNest, a full 8-dimensional scan of the CMSSM takes about 12 hours on 10 2.4GHz CPUs. There is also an option for old-style fixed-grid scanning. A discussion forum for SuperBayeS is available.
The package combines SoftSusy, DarkSusy, FeynHiggs, Bdecay, MultiNest and MicrOMEGAs. Some of the routines and the plotting tools are based on CosmoMC.
SuperBayeS comes with SuperEGO, a MATLAB graphical user interface tool for interactive plotting of the results. SuperEGO has been developed by Rachid Lemrani and is based on CosmoloGUI by Sarah Bridle.
SkyNet is an efficient and robust neural network training code for machine learning. It is able to train large and deep feed-forward neural networks, including autoencoders, for use in a wide range of supervised and unsupervised learning applications, such as regression, classification, density estimation, clustering and dimensionality reduction. SkyNet is implemented in C/C++ and fully parallelized using MPI.
BAMBI (Blind Accelerated Multimodal Bayesian Inference) is a Bayesian inference engine that combines the benefits of SkyNet (ascl:1312.007) with MultiNest (ascl:1109.006). It operated by simultaneously performing Bayesian inference using MultiNest and learning the likelihood function using SkyNet. Once SkyNet has learnt the likelihood to sufficient accuracy, inference finishes almost instantaneously.