cosmocompare
Bayesian model comparison by importance sampling of existing nested-sampling chains
I am the principal investigator of the UKRI-funded DiRAC high-performance computing project behind cosmocompare, awarded 100,000 CPU hours on the Cambridge CSD3 supercomputer to map the prior-sensitivity of cosmological Bayesian evidence via importance sampling.
cosmocompare performs Bayesian model comparison without rerunning nested sampling. It takes the posterior samples a survey already produced under one model and prior, reweights them onto a narrowed or changed prior and onto extended models, and recomputes the Bayesian evidence with an uncertainty, so that a model-comparison verdict and its sensitivity to the prior can be obtained in seconds on a laptop.
Installation
pip install cosmocompare # reweighting, evidence, diagnostics
pip install "cosmocompare[likelihood]" # adds the Cobaya likelihood stack
Requires Python 3.11 or later.
Resources
- GitHub Repository: https://github.com/DilyOng/cosmocompare
- PyPI: https://pypi.org/project/cosmocompare/