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Marginal Likelihoods from Monte Carlo Markov Chains

12 Pith papers cite this work. Polarity classification is still indexing.

12 Pith papers citing it
abstract

In this paper, we present a method for computing the marginal likelihood, also known as the model likelihood or Bayesian evidence, from Markov Chain Monte Carlo (MCMC), or other sampled posterior distributions. In order to do this, one needs to be able to estimate the density of points in parameter space, and this can be challenging in high numbers of dimensions. Here we present a Bayesian analysis, where we obtain the posterior for the marginal likelihood, using $k$th nearest-neighbour distances in parameter space, using the Mahalanobis distance metric, under the assumption that the points in the chain (thinned if required) are independent. We generalise the algorithm to apply to importance-sampled chains, where each point is assigned a weight. We illustrate this with an idealised posterior of known form with an analytic marginal likelihood, and show that for chains of length $\sim 10^5$ points, the technique is effective for parameter spaces with up to $\sim 20$ dimensions. We also argue that $k=1$ is the optimal choice, and discuss failure modes for the algorithm. In a companion paper (Heavens et al. 2017) we apply the technique to the main MCMC chains from the 2015 Planck analysis of cosmic background radiation data, to infer that quantitatively the simplest 6-parameter flat $\Lambda$CDM standard model of cosmology is preferred over all extensions considered.

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representative citing papers

Negative neutrino mass or negative dark energy?

astro-ph.CO · 2026-05-20 · unverdicted · novelty 5.0

A sign-switching dark energy model (Λ_s CDM) recovers positive effective neutrino masses (0.055 ± 0.050 eV) consistent with oscillation data, unlike ΛCDM which prefers negative values (-0.075 eV), for DESI DR2 + CMB + supernova fits with z_† > 2.4.

Probing departures from $\Lambda$CDM by late-time datasets

astro-ph.CO · 2025-10-09 · unverdicted · novelty 4.0

Late-time datasets yield 1-2.74σ preference for dynamical dark energy over ΛCDM, with consistent signs of Quintom-B behavior (ω0 > -1, ωa < 0) that strengthen when DES-Dovekie or Union3 supernovae are added.

Cosmic Strings as Dynamical Dark Energy: Novel Constraints

astro-ph.CO · 2025-05-28 · conditional · novelty 4.0

Cosmic string networks are constrained to less than ~1% of the energy density using CMB+BAO+SN data, with some models preferring mildly negative densities but no Bayesian evidence favoring them over LambdaCDM.

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