article
Nested Sampling
AIP conference proceedings · 2004 · Vol. 735 · pp. 395–405
Abstract
“The evidence Z is often the single most important number in the [Bayesian] problem and I think every effort should be devoted to calculating it” (MacKay 2003). Nested sampling does this by giving a direct estimate of the density of states. Posterior samples are an optional by‐product.
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