English

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}
}