polychord: next-generation nested sampling

polychord is a novel nested sampling algorithm tailored for high-dimensional parameter spaces. This paper coincides with the release of polychord v1.6, and provides an extensive account of the algorithm. polychord utilizes slice sampling at each iteration to sample within the hard likelihood constra...

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Published in:Monthly notices of the Royal Astronomical Society Vol. 453; no. 4; pp. 4384 - 4398
Main Authors: Handley, W. J., Hobson, M. P., Lasenby, A. N.
Format: Journal Article
Language:English
Published: London Oxford University Press 11.11.2015
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ISSN:0035-8711, 1365-2966
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Abstract polychord is a novel nested sampling algorithm tailored for high-dimensional parameter spaces. This paper coincides with the release of polychord v1.6, and provides an extensive account of the algorithm. polychord utilizes slice sampling at each iteration to sample within the hard likelihood constraint of nested sampling. It can identify and evolve separate modes of a posterior semi-independently, and is parallelized using openmpi. It is capable of exploiting a hierarchy of parameter speeds such as those present in cosmomc and camb, and is now in use in the cosmochord and modechord codes. polychord is available for download from http://ccpforge.cse.rl.ac.uk/gf/project/polychord/.
AbstractList POLYCHORD is a novel nested sampling algorithm tailored for high-dimensional parameter spaces. This paper coincides with the release of POLYCHORD v1.6, and provides an extensive account of the algorithm. POLYCHORD utilizes slice sampling at each iteration to sample within the hard likelihood constraint of nested sampling. It can identify and evolve separate modes of a posterior semi-independently, and is parallelized using OPENMPI. It is capable of exploiting a hierarchy of parameter speeds such as those present in COSMOMC and CAMB, and is now in use in the COSMOCHORD and MODECHORD codes. POLYCHORD is available for download from http://ccpforge.cse.rl.ac.uk/gf/project/polychord/.
Author Hobson, M. P.
Lasenby, A. N.
Handley, W. J.
Author_xml – sequence: 1
  givenname: W. J.
  surname: Handley
  fullname: Handley, W. J.
  organization: 1Astrophysics Group, Cavendish Laboratory, J. J. Thomson Avenue, Cambridge CB3 0HE, UK
– sequence: 2
  givenname: M. P.
  surname: Hobson
  fullname: Hobson, M. P.
  organization: 1Astrophysics Group, Cavendish Laboratory, J. J. Thomson Avenue, Cambridge CB3 0HE, UK
– sequence: 3
  givenname: A. N.
  surname: Lasenby
  fullname: Lasenby, A. N.
  email: a.n.lasenby@mrao.cam.ac.uk
  organization: 1Astrophysics Group, Cavendish Laboratory, J. J. Thomson Avenue, Cambridge CB3 0HE, UK
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ContentType Journal Article
Copyright 2015 The Authors Published by Oxford University Press on behalf of the Royal Astronomical Society 2015
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Snippet polychord is a novel nested sampling algorithm tailored for high-dimensional parameter spaces. This paper coincides with the release of polychord v1.6, and...
POLYCHORD is a novel nested sampling algorithm tailored for high-dimensional parameter spaces. This paper coincides with the release of POLYCHORD v1.6, and...
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Sampling
Title polychord: next-generation nested sampling
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