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kuijken avatar kuijken commented on September 17, 2024

Shahb was just talking about this in the context of his attempts to reproduce the DES posteriors. He found the same, a traditional MCMC sampler gives somewhat different results than MiultiNest. He mentioned that there seems to be a consensus that PolyChord is a superior alternative to MultiNest.

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cheymans avatar cheymans commented on September 17, 2024

A shame that PolyChord is not public - although footnote 3 suggests that it will be soon. Joe has built in the fast-slow parameter sampling in CosmoSIS recently though, so it could be that the methodology already exists.

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hendrik1008 avatar hendrik1008 commented on September 17, 2024

In KV450 we saw something that might be related. When fitting 5 independent sigma_m and delta_c parameters for the five tomographic bins on top of the 14 parameters that were used in the paper the chains didn't converge. My feeling is that "high-dimensional" is somewhere around 20 dimensions. But this might depend on priors and the nature of the parameters.

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fkoehlin avatar fkoehlin commented on September 17, 2024

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