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Abstract polychord is a novel nested sampling algorithm tailored for high-dimensional parameter spaces. In addition, it can fully exploit a hierarchy of parameter speeds such as is found in cosmomc and camb. It utilizes slice sampling at each iteration to sample within the hard likelihood constraint of nested sampling. It can identify and evolve separate modes of a posterior semi-independently and is parallelized using openmpi. polychord is available for download at http://ccpforge.cse.rl.ac.uk/gf/project/polychord/.
Handley et al. (Mon,) studied this question.
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