DIAMONDS: a new Bayesian nested sampling tool
نویسندگان
چکیده
منابع مشابه
Discussion of Nested Sampling for Bayesian Computations
We comment on several aspects of Skilling's paper presented at Valencia 8. In particular we prove the convergence in probability of the algorithm for a wide class of situations, comment on its potential utility and discuss aspects where further work is needed to assess the approach.
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The ingredients to a Bayesian analysis comprise the sampling model {Pθ : θ ∈ Ω} for the response X, the prior Π for the parameter θ, and the observed value X = x. This is equivalent to specifying the joint model Pθ ×Π for (X, θ) and the observed value X = x. In many situations we may also have a loss function but we ignore this here as it is not material to our discussion. We refer to Pθ ×Π as ...
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ژورنال
عنوان ژورنال: EPJ Web of Conferences
سال: 2015
ISSN: 2100-014X
DOI: 10.1051/epjconf/201510106019