Nested sampling algorithm
The nested sampling algorithm is a computational approach to the Bayesian statistics problems of comparing models and generating samples from posterior distributions. It was developed in 2004 by physicist John Skilling.
| Part of a series on |
| Bayesian statistics |
|---|
| Posterior = Likelihood × Prior ÷ Evidence |
| Background |
| Model building |
| Posterior approximation |
| Estimators |
| Evidence approximation |
| Model evaluation |
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