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Bayesian Methods for Astrophysics and Particle Physics

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CONTENTS<br />

2.4.2 Recursive Clustering . . . . . . . . . . . . . . . . . . . . . 27<br />

2.5 Improved Ellipsoidal Sampling <strong>Methods</strong> . . . . . . . . . . . . . . 28<br />

2.5.1 General Improvements . . . . . . . . . . . . . . . . . . . . 28<br />

2.5.1.1 Identification of Clusters . . . . . . . . . . . . . . 28<br />

2.5.1.2 Dynamic Enlargement Factor . . . . . . . . . . . 29<br />

2.5.1.3 Detection of Overlapping Ellipsoids . . . . . . . . 30<br />

2.5.1.4 Sampling from Overlapping Ellipsoids . . . . . . 30<br />

2.5.2 Method 1: Simultaneous Ellipsoidal Sampling . . . . . . . 31<br />

2.5.3 Method 2: Clustered Ellipsoidal Sampling . . . . . . . . . 32<br />

2.5.4 Evaluating ‘Local’ Evidences . . . . . . . . . . . . . . . . . 33<br />

2.5.4.1 Method 1 . . . . . . . . . . . . . . . . . . . . . . 34<br />

2.5.4.2 Method 2 . . . . . . . . . . . . . . . . . . . . . . 35<br />

2.5.5 Dealing with Degeneracies . . . . . . . . . . . . . . . . . . 36<br />

2.6 Metropolis Nested Sampling . . . . . . . . . . . . . . . . . . . . . 38<br />

2.7 Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40<br />

2.7.1 Toy Model 1 . . . . . . . . . . . . . . . . . . . . . . . . . . 40<br />

2.7.2 Toy Model 2 . . . . . . . . . . . . . . . . . . . . . . . . . . 45<br />

2.8 <strong>Bayesian</strong> Object Detection . . . . . . . . . . . . . . . . . . . . . . 49<br />

2.8.1 Discrete Objects in Background . . . . . . . . . . . . . . . 50<br />

2.8.2 Simulated Data . . . . . . . . . . . . . . . . . . . . . . . . 51<br />

2.8.3 Defining the Posterior Distribution . . . . . . . . . . . . . 52<br />

2.8.4 Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55<br />

2.9 Discussion <strong>and</strong> Conclusions . . . . . . . . . . . . . . . . . . . . . 57<br />

3 MultiNest: An Efficient & Robust <strong>Bayesian</strong> Inference Tool <strong>for</strong><br />

Cosmology & <strong>Particle</strong> <strong>Physics</strong> 61<br />

3.1 Abstract . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61<br />

3.2 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62<br />

3.3 The MultiNest Algorithm . . . . . . . . . . . . . . . . . . . . . 62<br />

3.3.1 Unit Hypercube Sampling Space . . . . . . . . . . . . . . . 63<br />

3.3.2 Partitioning <strong>and</strong> Construction of Ellipsoidal Bounds . . . . 64<br />

3.3.3 Sampling from Overlapping Ellipsoids . . . . . . . . . . . . 70<br />

3.3.4 Decreasing the Number of Active Points . . . . . . . . . . 70<br />

vii

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