Kavli Affiliate: Anthony Lasenby | First 5 Authors: Greg Ashton, Noam Bernstein, Johannes Buchner, Xi Chen, Gábor Csányi | Summary: 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 developments in implementing efficient NS algorithms in practice in high-dimensions, including methods […]
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