A statistical test for Nested Sampling algorithms
نویسندگان
چکیده
منابع مشابه
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SUMMARY Nested sampling is a simulation method for approximating marginal likelihoods proposed by Skilling (2006). We establish that nested sampling has an approximation error that vanishes at the standard Monte Carlo rate and that this error is asymptotically Gaussian. We show that the asymptotic variance of the nested sampling approximation typically grows linearly with the dimension of the p...
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ژورنال
عنوان ژورنال: Statistics and Computing
سال: 2014
ISSN: 0960-3174,1573-1375
DOI: 10.1007/s11222-014-9512-y