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Nested sampling with plateaus
- Publication Year :
- 2020
- Publisher :
- arXiv, 2020.
-
Abstract
- It was recently emphasised by Riley (2019); Schittenhelm & Wacker (2020) that that in the presence of plateaus in the likelihood function nested sampling (NS) produces faulty estimates of the evidence and posterior densities. After informally explaining the cause of the problem, we present a modified version of NS that handles plateaus and can be applied retrospectively to NS runs from popular NS software using anesthetic. In the modified NS, live points in a plateau are evicted one by one without replacement, with ordinary NS compression of the prior volume after each eviction but taking into account the dynamic number of live points. The live points are replenished once all points in the plateau are removed. We demonstrate it on a number of examples. Since the modification is simple, we propose that it becomes the canonical version of Skilling's NS algorithm.<br />7 pages, 6 figures. minor changes and clarifications. closely matches published version
- Subjects :
- Physics
FOS: Computer and information sciences
FOS: Physical sciences
Astronomy and Astrophysics
Probability and statistics
Plateau (mathematics)
Statistics - Computation
01 natural sciences
Methods statistical
High Energy Physics - Phenomenology
010104 statistics & probability
High Energy Physics - Phenomenology (hep-ph)
Space and Planetary Science
Physics - Data Analysis, Statistics and Probability
0103 physical sciences
0101 mathematics
Astrophysics - Instrumentation and Methods for Astrophysics
Likelihood function
010303 astronomy & astrophysics
Algorithm
Instrumentation and Methods for Astrophysics (astro-ph.IM)
Nested sampling algorithm
Computation (stat.CO)
Data Analysis, Statistics and Probability (physics.data-an)
Volume (compression)
Subjects
Details
- Database :
- OpenAIRE
- Accession number :
- edsair.doi.dedup.....4b6dd643b03dc756392234dd90f203ac
- Full Text :
- https://doi.org/10.48550/arxiv.2010.13884