منابع مشابه
Properties of nested sampling
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...
متن کاملContemplating Evidence: properties, extensions of, and alternatives to Nested Sampling
Nested sampling is a novel simulation method for approximating marginal likelihoods, proposed by Skilling (2007a,b). We establish that nested sampling leads to an error that vanishes at the standard Monte Carlo rate N−1/2, where N is a tuning parameter that is proportional to the computational effort, and that this error is asymptotically Gaussian. We show that the corresponding asymptotic vari...
متن کاملNested sampling with demons
This article looks at Skilling’s nested sampling from a physical perspective and interprets it as a microcanonical demon algorithm. Using key quantities of statistical physics we investigate the performance of nested sampling on complex systems such as Ising, Potts and protein models. We show that releasing multiple demons helps to smooth the truncated prior and eases sampling from it because t...
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We develop a nonparametric Bayesian method that explores the infinite space of latent features and finds the best subset in the sense of posterior probability. When the data appear in several groups, there should be different measures reflecting the differences between the groups. We formalize this as a nested Indian buffet process (nIBP) by assuming different measures according to the specific...
متن کاملComputing Entropies with Nested Sampling
The Shannon entropy, and related quantities such as mutual information, can be used to quantify uncertainty and relevance. However, in practice, it can be difficult to compute these quantities for arbitrary probability distributions, particularly if the probability mass functions or densities cannot be evaluated. This paper introduces a computational approach, based on Nested Sampling, to evalu...
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ژورنال
عنوان ژورنال: Biometrika
سال: 2010
ISSN: 0006-3444,1464-3510
DOI: 10.1093/biomet/asq021