Farhan Feroz

MultiNest: an efficient and robust Bayesian inference tool for cosmology and particle physics

We present further development and the first public release o f our multimodal nested sampling algorithm, called MULTINEST. This Bayesian inference tool calculates the evidence, with an associated error estimate, and produces posterior s amples from distributions that may contain multiple modes and pronounced (curving) degeneracies in high dimensions. The developments presented here lead to further substantia l improvements in sampling efficiency and robustness, as compared to the original algorit hm presented in Feroz & Hobson (2008), which itself significantly outperformed existi ng MCMC techniques in a wide range of astrophysical inference problems. The accuracy and economy of the MULTINEST algorithm is demonstrated by application to two toy problems and to a cosmological in

Multimodal nested sampling: an efficient and robust alternative to MCMC methods for astronomical data analysis

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.

The Impact of priors and observables on parameter inferences in the Constrained MSSM

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 B R ( ? Xs?) generally favors large m0, this is in some contrast with the preference for low values of m0 and m1/2 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 ?SIp 10-10pb, 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.

Global Fits of the cMSSM and NUHM including the LHC Higgs discovery and new XENON100 constraints

We present global fits of the constrained Minimal Supersymmetric Standard Model (cMSSM) and the Non-Universal Higgs Model (NUHM), including the most recent CMS constraint on the Higgs boson mass, 5.8 fb?1 integrated luminosity null Supersymmetry searches by ATLAS, the new LHCb measurement of BR(s ? ?+??) and the 7-year WMAP dark matter relic abundance determination. We include the latest dark matter constraints from the XENON100 experiment, marginalising over astrophysical and particle physics uncertainties. We present Bayesian posterior and profile likelihood maps of the highest resolution available today, obtained from up to 350M points. We find that the new constraint on the Higgs boson mass has a dramatic impact, ruling out large regions of previously favoured cMSSM and NUHM parameter space. In the cMSSM, light sparticles and predominantly gaugino-like dark matter with a mass of a few hundred GeV are favoured. The NUHM exhibits a strong preference for heavier sparticle masses and a Higgsino-like neutralino with a mass of 1 TeV. The future ton-scale XENON1T direct detection experiment will probe large portions of the currently favoured cMSSM and NUHM parameter space. The LHC operating at 14 TeV collision energy will explore the favoured regions in the cMSSM, while most of the regions favoured in the NUHM will remain inaccessible. Our best-fit points achieve a satisfactory quality-of-fit, with p-values ranging from 0.21 to 0.35, so that none of the two models studied can be presently excluded at any meaningful significance level.

Multimodal nested sampling: an efficient and robust alternative to Markov Chain Monte Carlo methods for astronomical data analyses

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.

temponest: a Bayesian approach to pulsar timing analysis

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.

Parameter estimation for compact binaries with ground-based gravitational-wave observations using the LALInference software library

The Advanced LIGO and Advanced Virgo gravitational-wave (GW) detectors will begin operation in the coming years, with compact binary coalescence events a likely source for the first detections. The gravitational waveforms emitted directly encode information about the sources, including the masses and spins of the compact objects. Recovering the physical parameters of the sources from the GW observations is a key analysis task. This work describes the LALInference software library for Bayesian parameter estimation of compact binary signals, which builds on several previous methods to provide a well-tested toolkit which has already been used for several studies. We show that our implementation is able to correctly recover the parameters of compact binary signals from simulated data from the advanced GW detectors. We demonstrate this with a detailed comparison on three compact binary systems: a binary neutron star, a neutron star–black hole binary and a binary black hole, where we show a cross comparison of results obtained using three independent sampling algorithms. These systems were analyzed with nonspinning, aligned spin and generic spin configurations respectively, showing that consistent results can be obtained even with the full 15-dimensional parameter space of the generic spin configurations. We also demonstrate statistically that the Bayesian credible intervals we recover correspond to frequentist confidence intervals under correct prior assumptions by analyzing a set of 100 signals drawn from the prior. We discuss the computational cost of these algorithms, and describe the general and problem-specific sampling techniques we have used to improve the efficiency of sampling the compact binary coalescence parameter space.

Challenges of Profile Likelihood Evaluation in Multi-Dimensional SUSY Scans

Statistical inference of the fundamental parameters of supersymmetric theories is a challenging and active endeavor. Several sophisticated algorithms have been employed to this end. While Markov-Chain Monte Carlo (MCMC) and nested sampling techniques are geared towards Bayesian inference, they have also been used to estimate frequentist conifidence intervals based on the profile likelihood ratio. We investigate the performance and appropriate configuration of MultiNest, a nested sampling based algorithm, when used for profile likelihood-based analyses both on toy models and on the parameter space of the Constrained MSSM. We find that while the standard configuration previously used in the literarture is appropriate for an accurate reconstruction of the Bayesian posterior, the profile likelihood is poorly approximated. We identify a more appropriate MultiNest configuration for profile likelihood analyses, which gives an excellent exploration of the profile likelihood (albeit at a larger computational cost), including the identification of the global maximum likelihood value. We conclude that with the appropriate configuration MultiNest is a suitable tool for profile likelihood studies, indicating previous claims to the contrary are not well founded.

Selecting a model of supersymmetry breaking mediation

We study the problem of selecting between different mechanisms of supersymmetry breaking in the minimal supersymmetric standard model using current data. We evaluate the Bayesian evidence of four supersymmetry breaking scenarios: mSUGRA, mGMSB, mAMSB, and moduli mediation. The results show a strong dependence on the dark matter assumption. Using the inferred cosmological relic density as an upper bound, minimal anomaly mediation is at least moderately favored over the CMSSM. Our fits also indicate that evidence for a positive sign of the {mu} parameter is moderate at best. We present constraints on the anomaly and gauge mediated parameter spaces and some previously unexplored aspects of the dark matter phenomenology of the moduli mediation scenario. We use sparticle searches, indirect observables and dark matter observables in the global fit and quantify robustness with respect to prior choice. We quantify how much information is contained within each constraint.

Bayesian optimal reconstruction of the primordial power spectrum

The form of the primordial power spectrum has the potential to differentiate strongly between competing models of perturbation generation in the early universe and so is of considerable importance. The recent release of five years of WMAP observat ions have confirmed the general picture of the primordial power spectrum as deviating s lightly from scale invariance with a spectral tilt parameter of ns � 0:96. Nonetheless, many attempts have been made to isolate further features such as breaks and cutoffs using a variety o f methods, some employing more than� 10 varying parameters. In this paper we apply the robust techni que of Bayesian model selection to reconstruct the optimal degree of structure in the spectrum. We model the spectrum simply and generically as piecewise linear in ln k between ‘nodes’ in k-space whose amplitudes are allowed to vary. The number of nodes and their k-space positions are chosen by the Bayesian evidence so that we can identify both the complexity and location of any detected features. Our optimal reconstruction contains, p erhaps, surprisingly few features, the data preferring just three nodes. This reconstruction allo ws for a degree of scale dependence of the tilt with the ‘turn-over’ scale occuring around k � 0:016 Mpc 1 . More structure is penalised by the evidence as over-fitting the data, so there is c urrently little point in attempting reconstructions that are more complex.