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On statistical uncertainty in nested sampling
uncertainty Nested sampling Bayesian analysis
2011/3/25
Nested sampling has emerged as a valuable tool for Bayesian analysis, in particular for determining the Bayesian evidence. The method is based on a specific type of random sampling of the likelihood f...
Nested Sampling for General Bayesian Computation
Bayesian computation evidence marginal likelihood algorithm nest annealing phase change model selection
2009/9/21
Nested sampling estimates directly how the likelihood function relates
to prior mass. The evidence (alternatively the marginal likelihood, marginal den-
sity of the data, or the prior predictive) is...