Importance Nested Sampling and the MultiNest Algorithm

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 traditional Markov Chain Monte Carlo (MCMC) techniques become...

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Bibliographic Details
Main Authors: Farhan Feroz, Michael P. Hobson, Ewan Cameron, Anthony N. Pettitt
Format: Article
Language:English
Published: Maynooth Academic Publishing 2019-11-01
Series:The Open Journal of Astrophysics
Subjects:
Online Access:https://astro.theoj.org/article/11120-importance-nested-sampling-and-the-multinest-algorithm