dynesty: a dynamic nested sampling package for estimating Bayesian posteriors and evidences

2019/04/03 by Joshua S Speagle · 2,266 citations
Computer Science · Mathematics · Physics and Astronomy · #Algorithm #Artificial intelligence #Bayesian Methods and Mixture Models #Bayesian probability #Computer science #Data mining #Gaussian Processes and Bayesian Inference #Gibbs sampling #Importance sampling #Machine learning #Markov chain #Markov chain Monte Carlo #Mathematics #Monte Carlo method #Programming language #Python (programming language) #Sampling (signal processing) #Statistical Methods and Bayesian Inference #Statistics #astro-ph.IM #stat.CO

paper · pdf · doi:10.1093/mnras/staa278

published in Monthly Notices of the Royal Astronomical Society 493(3), 3132-3158 (Oxford University Press) · 28 pages, 12 figures, submitted to MNRAS; code available at https://github.com/joshspeagle/dynesty

arxiv created 2019/04/03 · openalex publication_date 2020/01/30 · arxiv updated 2020/02/12 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/06

Abstract

ABSTRACT We present dynesty, a public, open-source, python package to estimate Bayesian posteriors and evidences (marginal likelihoods) using the dynamic nested sampling methods developed by Higson et al. By adaptively allocating samples based on posterior structure, dynamic nested sampling has the benefits of Markov chain Monte Carlo (MCMC) algorithms that focus exclusively on posterior estimation while retaining nested sampling’s ability to estimate evidences and sample from complex, multimodal distributions. We provide an overview of nested sampling, its extension to dynamic nested sampling, the algorithmic challenges involved, and the various approaches taken to solve them in this and previous work. We then examine dynesty’s performance on a variety of toy problems along with several astronomical applications. We find in particular problems dynesty can provide substantial improvements in sampling efficiency compared to popular MCMC approaches in the astronomical literature. More detailed statistical results related to nested sampling are also included in the appendix.

Citations

• emcee: The MCMC Hammer
• Monte Carlo sampling methods using Markov chains and their applications

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• The "Little Dark Dot": Evidence for Self-interacting Dark Matter in the Strong Lens SDSS J0946+1006?
• TOI-6324b: An Earth-Mass Ultra-Short-Period Planet Transiting a Nearby M Dwarf
• Systematic bias due to eccentricity in parameter estimation for merging binary neutron stars
• Prospects for characterizing Population III remnants with next-generation gravitational-wave observatories
• Oxyster: A Circumgalactic Low-ionization Oxygen Nebula next to a Starburst Galaxy at z∼1
• Parametrized spin-precessing inspiral-merger-ringdown waveform model for tests of general relativity
• The Structure and Formation Histories of Low-Mass Quiescent Galaxies in the Abell 2744 Cluster Environment
• Spectroscopic r-Process Abundance Retrieval for Kilonovae III: Linking Spectral and Light Curve Modeling of the GW170817 Kilonova
• A Swarm of WASP Planets: Nine giant planets identified by the WASP survey
• UNCOVER/MegaScience: No Evidence of Environmental Quenching in a z∼2.6 Proto-cluster
• Detailed SU(3) Flavour Symmetry Analysis of Charmless Two-Body B-Meson Decays Including Factorizable Corrections
• Nested sampling cross-checks using order statistics
• Towards the routine use of subdominant harmonics in gravitational-wave inference: Reanalysis of GW190412 with generation X waveform models
• Mean Shift Cluster Recognition Method Implementation in the Nested Sampling Algorithm. [europepmc]
• Detrending the Waveforms of Steady-State Vowels. [europepmc]
• Revealing mechanisms of infectious disease spread through empirical contact networks. [europepmc]
• Identification of carbon dioxide in an exoplanet atmosphere. [europepmc]
• Feasibility study of personalized speed adaptation method based on mental state for teleoperated robots. [europepmc]
• Early Release Science of the exoplanet WASP-39b with JWST NIRSpec PRISM. [europepmc]
• Early Release Science of the exoplanet WASP-39b with JWST NIRSpec G395H. [europepmc]
• Assessing Search and Unsupervised Clustering Algorithms in Nested Sampling. [europepmc]
• Forming intracluster gas in a galaxy protocluster at a redshift of 2.16. [europepmc]
• No thick carbon dioxide atmosphere on the rocky exoplanet TRAPPIST-1 c. [europepmc]
• A massive compact quiescent galaxy at z = 2 with a complete Einstein ring in JWST imaging. [europepmc]
• A dynamical measure of the black hole mass in a quasar 11 billion years ago. [europepmc]
• Star formation shut down by multiphase gas outflow in a galaxy at a redshift of 2.45. [europepmc]
• Computing tools for effective field theories: SMEFT-Tools 2022 Workshop Report, 14-16th September 2022, Zürich. [europepmc]
• Bayesian model selection for COVID-19 pandemic state estimation using extended Kalman filters: Case study for Saudi Arabia. [europepmc]
• Towards a Field-Based Bayesian Evidence Inference from Nested Sampling Data. [europepmc]
• Photometric detection at 7.7 μm of a galaxy beyond redshift 14 with JWST/MIRI. [europepmc]
• Fluctuating DNA methylation tracks cancer evolution at clinical scale. [europepmc]
• The Progenitor Systems of Classical Novae in M31. [europepmc]
• Optimal Allocation of Limited Test Resources for the Quantification of COVID-19 Infections [europepmc]
• A long-duration gamma-ray burst of dynamical origin from the nucleus of an ancient galaxy [europepmc]
• JWST detection of heavy neutron capture elements in a compact object merger [europepmc]

Related

• Multimodal nested sampling: an efficient and robust alternative to MCMC methods for astronomical data analysis
• Phantom-Powered Nested Sampling
• JAXNS: a high-performance nested sampling package based on JAX
• BayesicFitting, a PYTHON Toolbox for Bayesian Fitting and Evidence Calculation
• Nested Sampling: A Critical and Comprehensive Theoretical Guide