PolyChord: next-generation nested sampling

W. J. Handley, M. P. Hobson, A. N. Lasenby
5/30/2015
astro-ph.IM

Official code: PolyChord/PolyChordLite (101 stars, last commit 2026-02-26). 1 more implementation below.

Abstract

PolyChord is a novel nested sampling algorithm tailored for high-dimensional parameter spaces. This paper coincides with the release of PolyChord v1.3, and provides an extensive account of the algorithm. PolyChord utilises 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 parallelised 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 at: http://ccpforge.cse.rl.ac.uk/gf/project/polychord/

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Code Implementations(2)

Public version of PolyChord: See polychord.co.uk for PolyChordPro

10135C, C++Oct 10, 20187 months agoNOASSERTION
astronomybayesian-inferencecosmologygfortranlog-likelihood+8 more

Cosmological sampling with PolyChord + CosmoMC

76C, TeXNov 21, 20182 years ago

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Cite this paper

@article{handley2015polychord,
  title  = {PolyChord: next-generation nested sampling},
  author = {W. J. Handley and M. P. Hobson and A. N. Lasenby},
  year   = {2015},
  eprint = {1506.00171},
  archivePrefix = {arXiv},
  url    = {https://arxiv.org/abs/1506.00171}
}

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