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arXiv · 2402.11936

Relative Jump Distance: a diagnostic for Nested Sampling

Johannes Buchner
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Abstract

Nested sampling is widely used in astrophysics for reliably inferring model parameters and comparing models within a Bayesian framework. To address models with many parameters, Markov Chain Monte Carlo (MCMC) random walks are incorporated within nested sampling to advance a live point population. Diagnostic tools for nested sampling are crucial to ensure the reliability of astrophysical conclusions. We develop a diagnostic to identify problematic random walks that fail to meet the requirements of nested sampling. The distance from the start to the end of the random walk, the jump distance, is divided by the typical neighbor distance between live points, computed robustly with the MLFriends algorithm, to obtain a relative jump distance (RJD). We propose the geometric mean RJD and the fraction of RJD>1 as new summary diagnostics. Relative jump distances are investigated with mock and real-world inference applications, including inferring the distance to gravitational wave event GW170817. Problematic nested sampling runs are identified based on significant differences to reruns with much longer MCMC chains. These consistently exhibit low average RJDs and f(RJD>1) values below 50 percent. The RJD is more sensitive than previous tests based on the live point insertion order. The RJD diagnostic is proposed as a widely applicable diagnostic to verify inference with nested sampling. It is implemented in the UltraNest package in version 4.1.

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Johannes Buchner. 2024-02-19. Relative Jump Distance: a diagnostic for Nested Sampling. https://arxiv.org/abs/2402.11936

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