Introducing Inner Nested Sampling
Methodology
2017-04-10 v1
Abstract
In this paper we will give a Monte Carlo algorithm by which the moments of a functions of Dirichlet probability distributions can be estimated. This algorithm is called Inner Nested Sampling and is an implementation of Skilling's general Nested Sampling framework.
Keywords
Cite
@article{arxiv.1704.02207,
title = {Introducing Inner Nested Sampling},
author = {H. R. N. van Erp and R. O. Linger and P. H. A. J. M. van Gelder},
journal= {arXiv preprint arXiv:1704.02207},
year = {2017}
}