Sketch of the iterative fitting method used to determine the best fit in the combined parameter space of cosmological and nuisance parameters. We alternate between optimising cosmological parameters (numerically; blue arrows), keeping nuisance parameters fixed, and optimising nuisance parameters (using Newton’s method; red arrows), keeping cosmological parameters fixed. After several iterations we achieve convergence to the best fit in the combined parameter space. After optimising the likelihood, we set the amplitudes of the Gaussian comb to the best-fit parameters and proceed with sampling the likelihood in cosmological parameter space (dotted orange line) while analytically marginalising over nuisance parameters (green arrows).