MultiNest: an efficient and robust Bayesian inference tool for cosmology and particle physics

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ID: 291785
2009
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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 focussing on the extension of the vanilla ΛCDM model to include spatial curvature and a varying equation of state for dark energy.The MULTINEST software, which is fully parallelized using MPI and includes an interface to CosmoMC, is available at http://www.mrao.cam.ac.uk/software/multinest/.It will also be released as part of the SuperBayeS package, for the analysis of supersymmetric theories of particle physics, at http://www.superbayes.org
Reference Key
openalex_W3104188978 Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors F. Feroz, M. P. Hobson, M. Bridges
Journal monthly notices of the royal astronomical society
Year 2009
DOI
10.1111/j.1365-2966.2009.14548.x
URL
https://doi.org/10.1111/j.1365-2966.2009.14548.x
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