nessai: Nested Sampling with Artificial Intelligence

nessai (/ˈnɛsi/): Nested Sampling with Artificial Intelligence

nessai is a nested sampling algorithm for Bayesian Inference that incorporates normalising flows. It is designed for applications where the Bayesian likelihood is computationally expensive.

Installation

nessai can be installed using pip:

pip install nessai

or via conda

conda install -c conda-forge -c pytorch nessai

PyTorch

By default the version of PyTorch will not necessarily match the drivers on your system, to install a different version with the correct CUDA support see the PyTorch homepage for instructions: https://pytorch.org/.

Using bilby

As of bilby version 2.3.0, the recommended way to use nessai is via the nessai-bilby sampler plugin. This can be installed via either conda or pip and provides the most up-to-date interface for nessai. This includes support for the importance nested sampler (inessai).

It can be installed using either

pip install nessai-bilby

or

conda install -c conda-forge nessai-bilby

See the examples included with nessai for how to run nessai via bilby.

Documentation

Documentation is available at: nessai.readthedocs.io

Help

For questions and other support, please either use our gitter room or open an issue.

Contributing

Please see the guidelines here.

Acknowledgements

The core nested sampling code, model design and code for computing the posterior in nessai was based on cpnest with permission from the authors.

The normalising flows implemented in nessai are all either directly imported from nflows or heavily based on it.

Other code snippets that draw on existing code reference the source in their corresponding doc-strings.

The authors also thank Christian Chapman-Bird, Laurence Datrier, Fergus Hayes, Jethro Linley and Simon Tait for their feedback and help finding bugs in nessai.

Citing

If you find nessai useful in your work please cite the DOI for this code and our papers:

@software{nessai,
  author       = {Michael J. Williams},
  title        = {nessai: Nested Sampling with Artificial Intelligence},
  month        = feb,
  year         = 2021,
  publisher    = {Zenodo},
  version      = {latest},
  doi          = {10.5281/zenodo.4550693},
  url          = {https://doi.org/10.5281/zenodo.4550693}
}

@article{Williams:2021qyt,
    author = "Williams, Michael J. and Veitch, John and Messenger, Chris",
    title = "{Nested sampling with normalizing flows for gravitational-wave inference}",
    eprint = "2102.11056",
    archivePrefix = "arXiv",
    primaryClass = "gr-qc",
    doi = "10.1103/PhysRevD.103.103006",
    journal = "Phys. Rev. D",
    volume = "103",
    number = "10",
    pages = "103006",
    year = "2021"
}

@article{Williams:2023ppp,
    author = "Williams, Michael J. and Veitch, John and Messenger, Chris",
    title = "{Importance nested sampling with normalising flows}",
    eprint = "2302.08526",
    archivePrefix = "arXiv",
    primaryClass = "astro-ph.IM",
    reportNumber = "LIGO-P2200283",
    month = "2",
    year = "2023"
}