We present further development and the first public release of our multimodal nested sampling algorithm, called MultiNest. This Bayesian inference tool calculates the evidence, with an associated error estimate, and produces posterior samples from distributions that may contain multiple modes and pronounced (curving) degeneracies in high dimensions. The developments presented here lead to further substantial improvements in sampling efficiency and robustness, as compared to the original algorithm presented in Feroz & Hobson, which itself significantly outperformed existing Markov chain Monte Carlo techniques in a wide range of astrophysical inference problems. The accuracy and economy of the MultiNest algorithm are demonstrated by application to two toy problems and to a cosmological inference problem focusing on the extension of the vanilla Λ cold dark matter model to include spatial curvature and a varying equation of state for dark energy. The MultiNest software, which is fully parallelized using MPI and includes an interface to CosmoMC, is available at http://www.mrao.cam.ac.uk/software/multinest/. It will also be released as part of the SuperBayeS package, for the analysis of supersymmetric theories of particle physics, at http://www.superbayes.org.

In performing a Bayesian analysis of astronomical data, two difficult problems often emerge. First, in estimating the parameters of some model for the data, the resulting posterior distribution may be multimodal or exhibit pronounced (curving) degeneracies, which can cause problems for traditional Markov Chain Monte Carlo (MCMC) sampling methods. Secondly, in selecting between a set of competing models, calculation of the Bayesian evidence for each model is computationally expensive using existing methods such as thermodynamic integration. The nested sampling method introduced by Skilling, has greatly reduced the computational expense of calculating evidence and also produces posterior inferences as a by‐product. This method has been applied successfully in cosmological applications by Mukherjee, Parkinson & Liddle, but their implementation was efficient only for unimodal distributions without pronounced degeneracies. Shaw, Bridges & Hobson recently introduced a clustered nested sampling method which is significantly more efficient in sampling from multimodal posteriors and also determines the expectation and variance of the final evidence from a single run of the algorithm, hence providing a further increase in efficiency. In this paper, we build on the work of Shaw et al. and present three new methods for sampling and evidence evaluation from distributions that may contain multiple modes and significant degeneracies in very high dimensions; we also present an even more efficient technique for estimating the uncertainty on the evaluated evidence. These methods lead to a further substantial improvement in sampling efficiency and robustness, and are applied to two toy problems to demonstrate the accuracy and economy of the evidence calculation and parameter estimation. Finally, we discuss the use of these methods in performing Bayesian object detection in astronomical data sets, and show that they significantly outperform existing MCMC techniques. An implementation of our methods will be publicly released shortly.

Bayesian inference involves two main computational challenges. First, in estimating the parameters of some model for the data, the posterior distribution may well be highly multimodal: a regime in which the convergence to stationarity of traditional Markov Chain Monte Carlo (MCMC) techniques becomes incredibly slow. Second, in selecting between a set of competing models the necessary estimation of the Bayesian evidence for each is, by definition, a (possibly high-dimensional) integration over the entire parameter space; again this can be a daunting computational task, although new Monte Carlo (MC) integration algorithms offer solutions of ever increasing efficiency. Nested sampling (NS) is one such contemporary MC strategy targeted at calculation of the Bayesian evidence, but which also enables posterior inference as a by-product, thereby allowing simultaneous parameter estimation and model selection. The widely-used MULTINEST algorithm presents a particularly efficient implementation of the NS technique for multi-modal posteriors. In this paper we discuss importance nested sampling (INS), an alternative summation of the MULTINEST draws, which can calculate the Bayesian evidence at up to an order of magnitude higher accuracy than 'vanilla' NS with no change in the way MULTINEST explores the parameter space. This is accomplished by treating as a (pseudo-)importance sample the totality of points collected by MULTINEST, including those previously discarded under the constrained likelihood sampling of the NS algorithm. We apply this technique to several challenging test problems and compare the accuracy of Bayesian evidences obtained with INS against those from vanilla NS.

We use a newly released version of the SuperBayeS code to analyze the impact of the choice of priors and the influence of various constraints on the statistical conclusions for the preferred values of the parameters of the Constrained MSSM. We assess the effect in a Bayesian framework and compare it with an alternative likelihood-based measure of a profile likelihood. We employ a new scanning algorithm (MultiNest) which increases the computational efficiency by a factor ∼ 200 with respect to previously used techniques. We demonstrate that the currently available data are not yet sufficiently constraining to allow one to determine the preferred values of CMSSM parameters in a way that is completely independent of the choice of priors and statistical measures. While BR(B → X s γ) generally favors large m 0 , this is in some contrast with the preference for low values of m 0 and m 1/2 that is almost entirely a consequence of a combination of prior effects and a single constraint coming from the anomalous magnetic moment of the muon, which remains somewhat controversial. Using an information-theoretical measure, we find that the cosmological dark matter abundance determination provides at least 80% of the total constraining power of all available observables. Despite the remaining uncertainties, prospects for direct detection in the CMSSM remain excellent, with the spin-independent neutralino-proton cross section almost guaranteed above σ SI p ∼ 10 −10 pb, independently of the choice of priors or statistics. Likewise, gluino and lightest Higgs discovery at the LHC remain highly encouraging. While in this work we have used the CMSSM as particle physics model, our formalism and scanning technique can be readily applied to a wider class of models with several free parameters.

The European Space Agency's Planck satellite, which is dedicated to studying the early Universe and its subsequent evolution, was launched on 14 May 2009. It scanned the microwave and submillimetre sky continuously between 12 August 2009 and 23 October 2013. In February 2015, ESA and the Planck Collaboration released the second set of cosmology products based on data from the entire Planck mission, including both temperature and polarization, along with a set of scientific and technical papers and a web-based explanatory supplement. This paper gives an overview of the main characteristics of the data and the data products in the release, as well as the associated cosmological and astrophysical science results and papers. The data products include maps of the cosmic microwave background (CMB), the thermal Sunyaev-Zeldovich effect, diffuse foregrounds in temperature and polarization, catalogues of compact Galactic and extragalactic sources (including separate catalogues of Corresponding author: C. R. Lawrence, e-mail: charles.lawrence@jpl.nasa.govArticle published by EDP Sciences A1, page 1 of 38 A&A 594, A1 (2016) Sunyaev-Zeldovich clusters and Galactic cold clumps), and extensive simulations of signals and noise used in assessing uncertainties and the performance of the analysis methods. The likelihood code used to assess cosmological models against the Planck data is described, along with a CMB lensing likelihood. Scientific results include cosmological parameters derived from CMB power spectra, gravitational lensing, and cluster counts, as well as constraints on inflation, non-Gaussianity, primordial magnetic fields, dark energy, and modified gravity, and new results on low-frequency Galactic foregrounds.

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We present the results of the most complete ever scan of the parameter space for cosmic ray (CR) injection and propagation. We perform a Bayesian search of the main GALPROP parameters, using the MultiNest nested sampling algorithm, augmented by the BAMBI neural network machine learning package. This is the first such study to separate out low-mass isotopes Be secondary-to-primary ratios normally used to calibrate propagation parameters. This suggests each set of species is probing a very different interstellar medium, and that the standard approach of calibrating propagation parameters using B/C can lead to incorrect results. We present posterior distributions and best fit parameters for propagation of both sets of nuclei, as well as for the injection abundances of elements from H to Si. The input galdef-files with these new parameters will be included in an upcoming public GALPROP update.

A new Bayesian software package for the analysis of pulsar timing data is presented in the form of TempoNest which allows for the robust determination of the non-linear pulsar timing solution simultaneously with a range of additional stochastic parameters. This includes both red spin noise and dispersion measure variations using either power law descriptions of the noise, or through a model-independent method that parameterises the power at individual frequencies in the signal. We use TempoNest to show that at noise levels representative of current datasets in the European Pulsar Timing Array (EPTA) and International Pulsar Timing Array (IPTA) the linear timing model can underestimate the uncertainties of the timing solution by up to an order of magnitude. We also show how to perform Bayesian model selection between different sets of timing model and stochastic parameters, for example, by demonstrating that in the pulsar B1937+21 both the dispersion measure variations and spin noise in the data are optimally modelled by simple power laws. Finally we show that not including the stochastic parameters simultaneously with the timing model can lead to unpredictable variation in the estimated uncertainties, compromising the robustness of the scientific results extracted from such analysis.