Improving the efficiency and robustness of nested sampling using posterior repartitioning
نویسندگان
چکیده
منابع مشابه
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متن کاملPosterior sampling with improved efficiency
The Markov Chain Monte Carlo (MCMC) technique provides a means to generate a random sequence of model realizations that sample the posterior probability distribution of a Bayesian analysis. That sequence may be used to make inferences about the model uncertainties that derive from measurement uncertainties. This paper presents an approach to improving the efficiency of the Metropolis approach t...
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ژورنال
عنوان ژورنال: Statistics and Computing
سال: 2018
ISSN: 0960-3174,1573-1375
DOI: 10.1007/s11222-018-9841-3