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Bayesian model selection provides the cosmologist with an exacting tool to distinguish between competing models based purely on the data, via the Bayesian evidence. Previous methods to calculate this quantity either lacked general…

Astrophysics · Physics 2008-11-26 J. R. Shaw , M. Bridges , M. P. Hobson

In this paper, we present a novel approach to accelerate the Bayesian inference process, focusing specifically on the nested sampling algorithms. Bayesian inference plays a crucial role in cosmological parameter estimation, providing a…

Instrumentation and Methods for Astrophysics · Physics 2024-10-17 Isidro Gómez-Vargas , J. Alberto Vázquez

Bayesian inference methods rely on numerical algorithms for both model selection and parameter inference. In general, these algorithms require a high computational effort to yield reliable estimates. One of the major challenges in…

Quantitative Methods · Quantitative Biology 2018-08-09 Patricio Maturana , Brendon J. Brewer , Steffen Klaere , Remco Bouckaert

Bayesian inference with nested sampling requires a likelihood-restricted prior sampling method, which draws samples from the prior distribution that exceed a likelihood threshold. For high-dimensional problems, Markov Chain Monte Carlo…

Computation · Statistics 2023-02-13 Johannes Buchner

The abundance of new cosmological data becoming available means that a wider range of cosmological models are testable than ever before. However, an important distinction must be made between parameter fitting and model selection. While…

Astrophysics · Physics 2009-11-13 Pia Mukherjee , David Parkinson , Andrew R. Liddle

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…

Astrophysics · Physics 2011-09-28 F. Feroz , M. P. Hobson , M. Bridges

The Constrained Minimal Supersymmetric Standard Model (CMSSM) is one of the simplest and most widely-studied supersymmetric extensions to the standard model of particle physics. Nevertheless, current data do not sufficiently constrain the…

High Energy Physics - Phenomenology · Physics 2015-03-13 Yashar Akrami , Pat Scott , Joakim Edsjö , Jan Conrad , Lars Bergström

We advocate for a new paradigm of cosmological likelihood-based inference, leveraging recent developments in machine learning and its underlying technology, to accelerate Bayesian inference in high-dimensional settings. Specifically, we…

Cosmology and Nongalactic Astrophysics · Physics 2024-09-06 Davide Piras , Alicja Polanska , Alessio Spurio Mancini , Matthew A. Price , Jason D. McEwen

Statistical inference of the fundamental parameters of supersymmetric theories is a challenging and active endeavor. Several sophisticated algorithms have been employed to this end. While Markov-Chain Monte Carlo (MCMC) and nested sampling…

High Energy Physics - Phenomenology · Physics 2015-03-17 F. Feroz , K. Cranmer , M. Hobson , R. Ruiz de Austri , R. Trotta

Quality by design in pharmaceutical manufacturing hinges on computational methods and tools that are capable of accurate quantitative prediction of the design space. This paper investigates Bayesian approaches to design space…

Nested sampling is a Bayesian sampling technique developed to explore probability distributions lo- calised in an exponentially small area of the parameter space. The algorithm provides both posterior samples and an estimate of the evidence…

Biomolecules · Quantitative Biology 2015-03-17 Nikolas S. Burkoff , Csilla Varnai , Stephen A. Wells , David L. Wild

We present dynesty, a public, open-source, Python package to estimate Bayesian posteriors and evidences (marginal likelihoods) using Dynamic Nested Sampling. By adaptively allocating samples based on posterior structure, Dynamic Nested…

Instrumentation and Methods for Astrophysics · Physics 2020-02-12 Joshua S Speagle

Nested sampling (NS) computes parameter posterior distributions and makes Bayesian model comparison computationally feasible. Its strengths are the unsupervised navigation of complex, potentially multi-modal posteriors until a well-defined…

Computation · Statistics 2023-07-11 Johannes Buchner

For several decades now, Bayesian inference techniques have been applied to theories of particle physics, cosmology and astrophysics to obtain the probability density functions of their free parameters. In this study, we review and compare…

High Energy Physics - Phenomenology · Physics 2025-09-03 Joshua Albert , Csaba Balazs , Andrew Fowlie , Will Handley , Nicholas Hunt-Smith , Roberto Ruiz de Austri , Martin White

Nested sampling is a promising tool for Bayesian statistical analysis because it simultaneously performs parameter estimation and facilitates model comparison. MultiNest is one of the most popular nested sampling implementations, and has…

Instrumentation and Methods for Astrophysics · Physics 2024-09-24 Alexander J. Dittmann

Nested sampling is a powerful approach to Bayesian inference ultimately limited by the computationally demanding task of sampling from a heavily constrained probability distribution. An effective algorithm in its own right, Hamiltonian…

Data Analysis, Statistics and Probability · Physics 2015-03-02 M. J. Betancourt

Bayesian model selection provides a powerful framework for objectively comparing models directly from observed data, without reference to ground truth data. However, Bayesian model selection requires the computation of the marginal…

Methodology · Statistics 2024-01-17 Xiaohao Cai , Jason D. McEwen , Marcelo Pereyra

Cosmological parameter estimation is traditionally performed in the Bayesian context. By adopting an "agnostic" statistical point of view, we show the interest of confronting the Bayesian results to a frequentist approach based on…

Cosmology and Nongalactic Astrophysics · Physics 2016-07-12 S. Henrot-Versillé , O. Perdereau , S. Plaszczynski , B. Rouillé d'Orfeuil , M. Spinelli , M. Tristram

Nested sampling is an efficient algorithm for the calculation of the Bayesian evidence and posterior parameter probability distributions. It is based on the step-by-step exploration of the parameter space by Monte Carlo sampling with a…

Computation · Statistics 2024-01-30 M. Trassinelli , Pierre Ciccodicola

Genetic algorithms are a powerful tool in optimization for single and multi-modal functions. This paper provides an overview of their fundamentals with some analytical examples. In addition, we explore how they can be used as a parameter…

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