nestcheck: diagnostic tests for nested sampling calculations
نویسندگان
چکیده
منابع مشابه
Nested sampling for Potts models
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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In making inference on the relation between failure and exposure histories in the Cox semiparametric model, the maximum partial likelihood estimator (MPLE) of the finite dimensional parameter, and the Breslow estimator of the baseline survival function, are known to achieve full efficiency when data is available for all time on all cohort members, even when the covariates are time dependent. Wh...
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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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MOTIVATION Model selection is a fundamental part of the scientific process in systems biology. Given a set of competing hypotheses, we routinely wish to choose the one that best explains the observed data. In the Bayesian framework, models are compared via Bayes factors (the ratio of evidences), where a model's evidence is the support given to the model by the data. A parallel interest is infer...
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ژورنال
عنوان ژورنال: Monthly Notices of the Royal Astronomical Society
سال: 2018
ISSN: 0035-8711,1365-2966
DOI: 10.1093/mnras/sty3090