Nested Sampling
Abstract
"The evidence Z is often the single most important number in the [Bayesian] problem and I think every effort should be devoted to calculating it" (MacKay 2003). Nested sampling does this by giving a direct estimate of the density of states. Posterior samples are an optional by-product.
- Publication:
-
Bayesian Inference and Maximum Entropy Methods in Science and Engineering: 24th International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering
- Pub Date:
- November 2004
- DOI:
- 10.1063/1.1835238
- Bibcode:
- 2004AIPC..735..395S
- Keywords:
-
- 02.50.Tt;
- Inference methods