相关论文: Multimodal nested sampling: an efficient and robus…

In performing a Bayesian analysis, two difficult problems often emerge. First, in estimating the parameters of some model for the data, the resulting posterior distribution may be multi-modal or exhibit pronounced (curving) degeneracies.…

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…

We present further development and the first public release of our multimodal nested sampling algorithm, called MultiNest. This Bayesian inference tool calculates the evidence, with an associated error estimate, and produces posterior…

Bayesian inference involves two main computational challenges. First, in estimating the parameters of some model for the data, the posterior distribution may well be highly multi-modal: a regime in which the convergence to stationarity of…

We present a comprehensive comparison of different Markov Chain Monte Carlo (MCMC) sampling methods, evaluating their performance on both standard test problems and cosmological parameter estimation. Our analysis includes traditional…

Many inference problems involve inferring the number $N$ of components in some region, along with their properties $\{\mathbf{x}_i\}_{i=1}^N$, from a dataset $\mathcal{D}$. A common statistical example is finite mixture modelling. In the…

Bayesian inference with nested sampling requires a likelihood-restricted prior sampling method, which draws samples from the prior distribution that exceed a likelihood threshold. For high-dimensional problems, Markov Chain Monte Carlo…

We present dynesty, a public, open-source, Python package to estimate Bayesian posteriors and evidences (marginal likelihoods) using Dynamic Nested Sampling. By adaptively allocating samples based on posterior structure, Dynamic Nested…

Bayesian model selection provides a powerful framework for objectively comparing models directly from observed data, without reference to ground truth data. However, Bayesian model selection requires the computation of the marginal…

One of the well-known challenges in optimal experimental design is how to efficiently estimate the nested integrations of the expected information gain. The Gaussian approximation and associated importance sampling have been shown to be…

Nested sampling is a promising tool for Bayesian statistical analysis because it simultaneously performs parameter estimation and facilitates model comparison. MultiNest is one of the most popular nested sampling implementations, and has…

Nested sampling has emerged as a valuable tool for Bayesian analysis, in particular for determining the Bayesian evidence. The method is based on a specific type of random sampling of the likelihood function and prior volume of the…

When working with multimodal Bayesian posterior distributions, Markov chain Monte Carlo (MCMC) algorithms have difficulty moving between modes, and default variational or mode-based approximate inferences will understate posterior…

Nested sampling is an increasingly popular technique for Bayesian computation, in particular for multimodal, degenerate problems of moderate to high dimensionality. Without appropriate settings, however, nested sampling software may fail to…

Markov Chain Monte Carlo (MCMC) methods have revolutionised Bayesian data analysis over the years by making the direct computation of posterior probability densities feasible on modern workstations. However, the calculation of the prior…

Since its debut by John Skilling in 2004, nested sampling has proven a valuable tool to the scientist, providing hypothesis evidence calculations and parameter inference for complicated posterior distributions, particularly in the field of…

The posterior probability distribution for a set of model parameters encodes all that the data have to tell us in the context of a given model; it is the fundamental quantity for Bayesian parameter estimation. In order to infer the…

We review Skilling's nested sampling (NS) algorithm for Bayesian inference and more broadly multi-dimensional integration. After recapitulating the principles of NS, we survey developments in implementing efficient NS algorithms in practice…

Most applications of Bayesian Inference for parameter estimation and model selection in astrophysics involve the use of Monte Carlo techniques such as Markov Chain Monte Carlo (MCMC) and nested sampling. However, these techniques are time…

In many inference problems, the evaluation of complex and costly models is often required. In this context, Bayesian methods have become very popular in several fields over the last years, in order to obtain parameter inversion, model…