SuperNest: Accelerated Nested Sampling Applied to Astrophysics and Cosmology

Abstract

We present a method for improving the performance of nested sampling as well as its accuracy. Building on previous work we show that posterior repartitioning may be used to reduce the amount of time nested sampling spends in compressing from prior to posterior if a suitable “proposal” distribution is supplied. We showcase this on a cosmological example with a Gaussian posterior, and release the code as an LGPL licensed, extensible Python package supernest.