Nested sampling

May 16, 2022 — May 16, 2022

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

Placeholder.

A Monte Carlo method about which I know little.

1 References

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. 2006. “Nested Sampling for General Bayesian Computation.” Bayesian Analysis.