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MultiNest: Efficient and Robust Bayesian Inference

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MultiNest: Efficient and Robust Bayesian Inference

Postby owlice » Sun Sep 11, 2011 8:15 pm

MultiNest: Efficient and Robust Bayesian Inference

Abstract: 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. It will also be released as part of the SuperBayeS package, for the analysis of supersymmetric theories of particle physics, at this http URL.

Credit: Feroz, F.; Hobson, M. P.; Bridges, M.

Site: https://ccpforge.cse.rl.ac.uk/gf/project/multinest/
http://xxx.lanl.gov/abs/0809.3437

Bibcode: 2011ascl.soft09006F

ID: ascl:1109.006
Last edited by Ada Coda on Sun May 06, 2018 8:55 pm, edited 1 time in total.
Reason: Updated code entry.
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