nestcheck: diagnostic tests for nested sampling calculations

Understand

Nested sampling is an increasingly popular technique for Bayesian computation, in particular for multimodal, degenerate problems of moderate to high dimensionality.

• Without appropriate settings, however, nested sampling software may fail to explore such posteriors correctly; for example producing correlated samples or missing important modes.
• This paper introduces new diagnostic tests to assess the reliability both of parameter estimation and evidence calculations using nested sampling software, and demonstrates them empirically.
• We present two new diagnostic plots for nested sampling, and give practical advice for nested sampling software users in astronomy and beyond.