Closing the evidence gap: reddemcee, a fast adaptive parallel tempering sampler

Next-generation ladder adaptation and evidence estimators for parallel tempering

¹ Instituto de Estudios Astrofísicos, Facultad de Ingeniería y Ciencias, Universidad Diego Portales, Av. Ejército 441, Santiago, Chile
² Centro de Astrofísica y Tecnologías Afines (CATA), Casilla 36-D, Santiago, Chile

^★ Corresponding author: This email address is being protected from spambots. You need JavaScript enabled to view it.

Received: 25 July 2025
Accepted: 17 December 2025

Abstract

Context. Markov chain Monte Carlo (MCMC) excels at sampling complex posteriors, but traditionally lags behind nested sampling in accurate evidence estimation, which is crucial for model comparison in astrophysical problems.

Aims. We introduce reddemcee, an adaptive parallel tempering ensemble sampler, aiming to close this gap by simultaneously presenting next-generation automated temperature-ladder adaptation techniques and robust, low-bias evidence estimators.

Methods. reddemcee couples an affine-invariant stretch move with five interchangeable ladder-adaptation objectives – a uniform swap-acceptance rate, swap mean distance, Gaussian area overlap, a small Gaussian gap, and equalised thermodynamic length – implemented through a common differential update rule. Three evidence estimators are provided: curvature-aware thermodynamic integration (TI+), geometric-bridge stepping stones (SS+), and a novel hybrid algorithm that blends both approaches (H+). The performance and accuracy of the sampler are benchmarked on n-dimensional Gaussian shells, Gaussian egg-box, Rosenbrock functions, and the real exoplanet radial-velocity time-series dataset of HD 20794.

Results. Across shells up to 15 dimensions, reddemcee achieves roughly 7 times the effective sampling speed of the best dynamic nested sampling configuration. The TI+, SS+, and H+ estimators recover estimates to within |∆ ln 𝒵|≲3% and supply realistic error bars with as few as six temperatures. In the HD 20794 case study, reddemcee reproduces literature model rankings and yields tighter yet consistent planetary parameters compared with dynesty, with evidence errors that track run-to-run dispersion.

Conclusions. By unifying fast ladder adaptation with reliable evidence estimators, reddemcee delivers strong throughput and accurate evidence estimates, often matching, and occasionally surpassing, dynamic nested sampling, while preserving the rich posterior information that makes MCMC indispensable for modern Bayesian inference.