Nested in, at last!

After a rather long editorial process of about two years, our paper on an evaluation of nested sampling, written with Nicolas Chopin, has just been accepted by  Biometrika. (This is the version currently posted on arXiv.) Besides the examples processed in this paper, I think it would be worthwhile examining the performances of nested sampling and of the alternatives for approximating evidence in astrophysical settings as those mentioned in this earlier post. (This should have been covered in the PMC based approximation paper arXived last week…) Especially the most recent occurences of the method like multi-nest that addresses multimodal targets.

e our nested sampling evaluation, written with Nicolas Chopin. The new version is now posted on arXiv as well as resubmitted to Biometrika. The changes in the text are presumably less important than those in our (my?) understanding of the method. I indeed think the nested sampling method belongs to the general category of importance sampling methods and that potential improvements lie in modifying the evalu

2 Responses to “Nested in, at last!”

  1. […] with a big/ symbol… I am quite sorry for the typo, the more because this paper went through many revisions.) There is no typo in the corresponding chapter of Frontiers of Statistical Decision Making and […]

  2. […] of nested sampling” in print The paper “Properties of nested sampling” we wrote with Nicolas Chopin is now out in Biometrika (Vol. 97, No. 3, pp. 741-755). While I do like the […]

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