Nested sampling on non-trivial geometries (1905.09110v4)

Abstract: Metropolis nested sampling evolves a Markov chain from a current livepoint and accepts new points along the chain according to a version of the Metropolis acceptance ratio modified to satisfy the likelihood constraint, characteristic of nested sampling algorithms. The geometric nested sampling algorithm we present here is a based on the Metropolis method, but treats parameters as though they represent points on certain geometric objects, namely circles, tori and spheres. For parameters which represent points on a circle or torus, the trial distribution is `wrapped' around the domain of the posterior distribution such that samples cannot be rejected automatically when evaluating the Metropolis ratio due to being outside the sampling domain. Furthermore, this enhances the mobility of the sampler. For parameters which represent coordinates on the surface of a sphere, the algorithm transforms the parameters into a Cartesian coordinate system before sampling which again makes sure no samples are automatically rejected, and provides a physically intutive way of the sampling the parameter space. We apply the geometric nested sampler to two types of toy model which include circular, toroidal and spherical parameters. We find that the geometric nested sampler generally outperforms \textsc{MultiNest} in both cases. \ %We also apply the algorithm to a gravitational wave detection model which includes circular and spherical parameters, and find that the geometric nested sampler and \textsc{MultiNest} appear to perform equally well as one another. Our implementation of the algorithm can be found at \url{https://github.com/SuperKam91/nested_sampling}.