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physics.comp-ph2024
Towards a Field Based Bayesian Evidence Inference from Nested Sampling Data
Margret Westerkamp, Jakob Roth, Philipp Frank +2
Nested sampling (NS) is a stochastic method for computing the log-evidence of a Bayesian problem. It relies on stochastic estimates of prior volumes enclosed by likelihood contours…
physics.comp-ph2023
Inferring Evidence from Nested Sampling Data via Information Field Theory
Margret Westerkamp, Jakob Roth, Philipp Frank +2
Nested sampling provides an estimate of the evidence of a Bayesian inference problem via probing the likelihood as a function of the enclosed prior volume. However, the lack of pre…