polychord: nested sampling for cosmology
نویسندگان
چکیده
منابع مشابه
Clustered nested sampling: efficient Bayesian inference for cosmology
Bayesian model selection provides the cosmologist with an exacting tool to distinguish between competing models based purely on the data, via the Bayesian evidence. Previous methods to calculate this quantity either lacked general applicability or were computationally demanding. However, nested sampling (Skilling 2004), which was recently applied successfully to cosmology by Muhkerjee et al. 20...
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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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This article looks at Skilling’s nested sampling from a physical perspective and interprets it as a microcanonical demon algorithm. Using key quantities of statistical physics we investigate the performance of nested sampling on complex systems such as Ising, Potts and protein models. We show that releasing multiple demons helps to smooth the truncated prior and eases sampling from it because t...
متن کاملProperties of nested sampling
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: Letters
سال: 2015
ISSN: 1745-3933,1745-3925
DOI: 10.1093/mnrasl/slv047