PolyChord: next-generation nested sampling

TL;DR

PolyChord is an advanced nested sampling algorithm designed for efficient high-dimensional Bayesian inference, capable of multi-modal exploration, parallel execution, and hierarchical parameter handling, with applications in cosmology.

Contribution

It introduces a novel slice sampling approach within nested sampling, enabling better exploration of complex, high-dimensional posteriors with multiple modes.

Findings

Efficiently samples high-dimensional parameter spaces.

Identifies and evolves multiple posterior modes independently.

Supports hierarchical parameter structures and parallel computation.

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/