nestcheck: diagnostic tests for nested sampling calculations

Abstract

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.

arXiv commentMinor updates and improvements to text. Added extra figure. 12 pages + appendix, 15 figures

References in corpus (20)

• Efficient Computation of CMB anisotropies in closed FRW models
• Cosmological parameters from CMB and other data: a Monte-Carlo approach
• MultiNest: an efficient and robust Bayesian inference tool for cosmology and particle physics
• Planck 2013 results. I. Overview of products and scientific results
• Multimodal nested sampling: an efficient and robust alternative to MCMC methods for astronomical data analysis
• Dark Energy Survey Year 1 Results: Cosmological Constraints from Galaxy Clustering and Weak Lensing
• Planck 2015 results. XI. CMB power spectra, likelihoods, and robustness of parameters
• Efficient sampling of fast and slow cosmological parameters
• PolyChord: nested sampling for cosmology
• PolyChord: next-generation nested sampling
• High-precision timing of 42 millisecond pulsars with the European Pulsar Timing Array
• Data analysis recipes: Using Markov Chain Monte Carlo
• The Clustering of Galaxies in the SDSS-III Baryon Oscillation Spectroscopic Survey (BOSS): measuring growth rate and geometry with anisotropic clustering
• CFHTLenS revisited: assessing concordance with Planck including astrophysical systematics
• A statistical test for Nested Sampling algorithms
• Comparison of sampling techniques for Bayesian parameter estimation
• fgivenx: A Python package for functional posterior plotting
• Sampling Errors in Nested Sampling Parameter Estimation
• On statistical uncertainty in nested sampling
• Towards a framework for testing general relativity with extreme-mass-ratio-inspiral observations

Cited by in corpus (31)

• dynesty: A Dynamic Nested Sampling Package for Estimating Bayesian Posteriors and Evidences
• A NICER View of PSR J0030+0451: Millisecond Pulsar Parameter Estimation
• A NICER View of the Massive Pulsar PSR J0740+6620 Informed by Radio Timing and XMM-Newton Spectroscopy
• Dynamic nested sampling: an improved algorithm for parameter estimation and evidence calculation
• A NICER view of PSR J0030+0451: Implications for the dense matter equation of state
• Hyper Suprime-Cam Year 3 Results: Cosmology from Cosmic Shear Power Spectra
• Nested sampling for physical scientists
• Nested Sampling Methods
• Hyper Suprime-Cam Year 3 Results: Cosmology from Galaxy Clustering and Weak Lensing with HSC and SDSS using the Minimal Bias Model
• Forming intracluster gas in a galaxy protocluster at a redshift of 2.16
• A NICER view of the 1.4 solar-mass edge-on pulsar PSR J0614-3329
• Robust sampling for weak lensing and clustering analyses with the Dark Energy Survey
• Label Switching Problem in Bayesian Analysis for Gravitational Wave Astronomy
• Nested sampling cross-checks using order statistics
• Strong constraints on a simple self-interacting neutrino cosmology
• Nested sampling with any prior you like
• Bayesian Model Selection with Future 21cm Observations of The Epoch of Reionisation
• X-PSI Parameter Recovery for Temperature Map Configurations Inspired by PSR J0030+0451
• Bayesian sparse reconstruction: a brute-force approach to astronomical imaging and machine learning
• Bayesian Inference of dense matter equation of state of neutron star with antikaon condensation
• Cross-Comparison of Sampling Algorithms for Pulse Profile Modeling of PSR J0740+6620
• Exploring phase space with Nested Sampling
• A comparison of Bayesian sampling algorithms for high-dimensional particle physics and cosmology applications
• Comparison of Step Samplers for Nested Sampling
• Compromise-free Bayesian neural networks
• Exploring $\Delta$-resonance in neutron stars: implications from astrophysical and nuclear observations
• RadioSED I: Bayesian inference of radio SEDs from inhomogeneous surveys
• Tidally Heated Sub-Neptunes, Refined Planetary Compositions, and Confirmation of a Third Planet in the TOI-1266 System
• Kernel-, mean- and noise-marginalised Gaussian processes for exoplanet transits and $H_0$ inference
• Assessing the Robustness of the CPL Parametrization to Basis and Prior Variations: Insights from DESI DR2 BAO Data
• An Order Statistics Post-Mortem on LIGO-Virgo GWTC-2 Events Analysed with Nested Sampling