Diffusive nested sampling

DOI10.1007/s11222-010-9198-8zbMath1223.65002arXiv0912.2380OpenAlexW2963994917MaRDI QIDQ637999

Livia B. Pártay, Brendon J. Brewer, Gábor Csányi

Publication date: 8 September 2011

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0912.2380

zbMATH Keywords

Markov chain Monte Carlo methodnumerical examplesBayesian computationnested sampling

Mathematics Subject Classification ID

Related Items (4)

Nested sampling methods ⋮ Point process-based Monte Carlo estimation ⋮ Dynamic nested sampling: an improved algorithm for parameter estimation and evidence calculation ⋮ Proximal nested sampling for high-dimensional Bayesian model selection

Uses Software

• MultiNest
• CosmoNest

Cites Work

• Unnamed Item
• MultiNest
• Weak convergence and optimal scaling of random walk Metropolis algorithms
• Slice sampling. (With discussions and rejoinder)
• Tailored randomized block MCMC methods with application to DSGE models
• Nested sampling for general Bayesian computation

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