Dynamic nested sampling: an improved algorithm for parameter estimation and evidence calculation

DOI10.1007/s11222-018-9844-0zbMath1430.62057arXiv1704.03459OpenAlexW2607418782WikidataQ128842575 ScholiaQ128842575MaRDI QIDQ2329807

Anthony Lasenby, Will Handley, Edward Higson, Michael P. Hobson

Publication date: 18 October 2019

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.03459

zbMATH Keywords

parameter estimationBayesian computationnested samplingBayesian evidence

Mathematics Subject Classification ID

Bayesian inference (62F15) Sampling theory, sample surveys (62D05)

Related Items (2)

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Uses Software

• MultiNest
• DNest4
• polychord
• dyPolyChord
• nestcheck
• perfectns
• fgivenx
• MOSFiT

Cites Work

• Unnamed Item
• Recursive pathways to marginal likelihood estimation with prior-sensitivity analysis
• An adaptive scheduling scheme for calculating Bayes factors with thermodynamic integration using Simpson's rule
• Point process-based Monte Carlo estimation
• Diffusive nested sampling
• Improving power posterior estimation of statistical evidence
• Sampling errors in nested sampling parameter estimation
• Properties of nested sampling
• Nested sampling for general Bayesian computation

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