http://arxiv.org/abs/2101.09675
Nested sampling (NS) computes parameter posterior distributions and makes Bayesian model comparison computationally feasible. Its strengths are the unsupervised navigation of complex, potentially multi-modal posteriors until a well-defined termination point. A systematic literature review of nested sampling algorithms and variants is presented. We focus on complete algorithms, including solutions to likelihood-restricted prior sampling. A new formulation of NS is presented, which casts the parameter space exploration as a search on a tree. Previously published ways of obtaining robust error estimates and dynamic variations of the number of live points are presented as special cases of this formulation.
J. Buchner
Tue, 26 Jan 21
84/84
Comments: Comments are welcome. The open-source UltraNest package and astrostatistics tutorials can be found at this https URL