On statistical uncertainty in nested sampling

Details On statistical uncertainty in nested sampling On statistical uncertainty in nested sampling

2011-02-04

arxiv.org/abs/1102.0996v1

Astronomy and Astrophysics

Astrophysics

Instrumentation and Methods for Astrophysics

9 pages, 4 figures; accepted to MNRAS

Scientific paper

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 parameter space. I study the statistical uncertainty in the evidence computed with nested sampling. I examine the uncertainty estimator from Skilling (2004, 2006) and introduce a new estimator based on a detailed analysis of the statistical properties of nested sampling. Both perform well in test cases and make it possible to obtain the statistical uncertainty in the evidence with no additional computational cost.

Affiliated with

Also associated with

No associations

Rating

On statistical uncertainty in nested sampling does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with On statistical uncertainty in nested sampling, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and On statistical uncertainty in nested sampling will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-492275