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

We introduce dynamic nested sampling: a generalisation of the nested sampling algorithm in which the number of “live points” varies to allocate samples more efficiently. In empirical tests the new method significantly improves calculation accuracy compared to standard nested sampling with the same n...

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Bibliographic Details
Published in:	Statistics and computing Vol. 29; no. 5; pp. 891 - 913
Main Authors:	Higson, Edward, Handley, Will, Hobson, Michael, Lasenby, Anthony
Format:	Journal Article
Language:	English
Published:	New York Springer US 11.09.2019 Springer Nature B.V
Subjects:	Accuracy Algorithms Artificial Intelligence Mathematical analysis Mathematics and Statistics Parameter estimation Probability and Statistics in Computer Science Sampling Statistical Theory and Methods Statistics Statistics and Computing/Statistics Programs Test procedures Parameter estimation Bayesian computation Nested sampling Bayesian evidence
ISSN:	0960-3174, 1573-1375
Online Access:	Get full text
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