Nested sampling


A Monte Carlo method about which I know little.


Chopin, Nicolas, and Christian P. Robert. 2010. Properties of Nested Sampling.” Biometrika 97 (3): 741–55.
Salomone, Robert, Leah F. South, Christopher C. Drovandi, and Dirk P. Kroese. 2018. Unbiased and Consistent Nested Sampling via Sequential Monte Carlo,” May.
Skilling, John. 2006. Nested Sampling for General Bayesian Computation.” Bayesian Analysis 1 (4): 833–59.

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