nestcheck: diagnostic tests for nested sampling calculations

Kavli Affiliate: Anthony Lasenby

| First 5 Authors: Edward Higson, Will Handley, Mike Hobson, Anthony Lasenby,

| Summary:

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.

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