Sampling errors in nested sampling parameter estimation

DOI10.1214/17-BA1075zbMath1407.62050arXiv1703.09701MaRDI QIDQ1631585

Mike Hobson, Will Handley, Anthony Lasenby, Edward Higson

Publication date: 6 December 2018

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1703.09701

zbMATH Keywords

parameter estimationnested sampling

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Sampling theory, sample surveys (62D05)

Related Items (2)

Nested sampling methods ⋮ Dynamic nested sampling: an improved algorithm for parameter estimation and evidence calculation

Uses Software

• MultiNest
• polychord
• AstroML

Cites Work

• Unnamed Item
• Markov chain Monte Carlo estimation of quantiles
• Markov chain Monte Carlo: can we trust the third significant figure?
• Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
• Bootstrap methods: another look at the jackknife
• Properties of nested sampling
• Sequential Monte Carlo Samplers
• Accelerating Simulated Annealing for the Permanent and Combinatorial Counting Problems
• Random Construction of Interpolating Sets for High-Dimensional Integration
• The Number of MCMC Draws Needed to Compute Bayesian Credible Bounds
• Nested sampling for general Bayesian computation

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