منابع مشابه
Nested 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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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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Nested sampling is a new Monte Carlo method by Skilling [1] intended for general Bayesian computation. Nested sampling provides a robust alternative to annealing-based methods for computing normalizing constants. It can also generate estimates of other quantities such as posterior expectations. The key technical requirement is an ability to draw samples uniformly from the prior subject to a con...
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ژورنال
عنوان ژورنال: Physical Review X
سال: 2014
ISSN: 2160-3308
DOI: 10.1103/physrevx.4.031034