158 citations · 158 across the 2 of their papers we have counts for
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stat.CO2023
Nested Sampling for Uncertainty Quantification and Rare Event Estimation
Jonas Latz, Doris Schneider, Philipp Wacker
Nested Sampling is a method for computing the Bayesian evidence, also called the marginal likelihood, which is the integral of the likelihood with respect to the prior. More genera…
stat.CO2022★ 158 cited
Nested sampling for physical scientists
Greg Ashton, Noam Bernstein, Johannes Buchner +20
We review Skilling's nested sampling (NS) algorithm for Bayesian inference and more broadly multi-dimensional integration. After recapitulating the principles of NS, we survey deve…