Nested sampling

2022-05-16 — 2024-05-29

Bayes
distributed
Monte Carlo
probabilistic algorithms
probability
signal processing
state space models
statistics
time series
Figure 1

Placeholder.

A Monte Carlo method about which I know little.

1 Implementations

2 References

Albert. 2020. JAXNS: A High-Performance Nested Sampling Package Based on JAX.”
———. 2023. Phantom-Powered Nested Sampling.”
Chopin, and Robert. 2010. Properties of Nested Sampling.” Biometrika.
Salomone, South, Drovandi, et al. 2018. Unbiased and Consistent Nested Sampling via Sequential Monte Carlo.”
Skilling. 2004. Nested Sampling.” AIP Conference Proceedings.
———. 2006. Nested Sampling for General Bayesian Computation.” Bayesian Analysis.