Computing Entropies with Nested Sampling
نویسندگان
چکیده
منابع مشابه
Computing 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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The nested sampling algorithm has been shown to be a general method for calculating the pressure-temperature-composition phase diagrams of materials. While the previous implementation used single-particle Monte Carlo moves, these are inefficient for condensed systems with general interactions where single-particle moves cannot be evaluated faster than the energy of the whole system. Here we enh...
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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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The notion of diversity spans across disciplines, arising in a wide range of natural and social sciences. As is well-acknowledged, essential defining characteristics of diversity include the number of categories involved, evenness of the element distribution among categories, and dissimilarity between categories. In addition, there are two intrinsic factors that also influence the quantificatio...
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ژورنال
عنوان ژورنال: Entropy
سال: 2017
ISSN: 1099-4300
DOI: 10.3390/e19080422