Geometric nested sampling: sampling from distributions defined on non-trivial geometries

Kamran Javid
2020 Journal of Open Source Software  
Metropolis Hastings nested sampling evolves a Markov chain, accepting new points along the chain according to a version of the Metropolis Hastings acceptance ratio, which has been modified to satisfy the nested sampling likelihood constraint. The geometric nested sampling algorithm I present here is based on the Metropolis Hastings method, but treats parameters as though they represent points on certain geometric objects, namely circles, tori and spheres. For parameters which represent points
more » ... 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 intuitive way of the sampling the parameter space.
doi:10.21105/joss.01809 fatcat:mbrxb5hcivhyzjzu5l6kn3qmfq