Diagnostic Tests for Nested Sampling Calculations

04/16/2018

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by   Edward Higson, et al.

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Nested sampling is an increasingly popular technique for Bayesian computation - in particular for multimodal, degenerate and high-dimensional problems. Without appropriate settings, however, nested sampling software may fail to explore such posteriors fully; for example producing correlated samples or missing significant modes. This paper introduces new diagnostic tests to assess the reliability of both 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. Our diagnostic tests and diagrams are implemented in nestcheck: a publicly available python package for analysing nested sampling calculations which is compatible with results from MultiNest and PolyChord.