Nested sampling
May 16, 2022 — May 29, 2024
Bayes
Monte Carlo
probabilistic algorithms
probability
signal processing
state space models
statistics
swarm
time series
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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.