A Brief Introduction to Nested Sampling - IPAM at UCLA
Institute for Pure & Applied Mathematics (IPAM) via YouTube
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Overview
Syllabus
Intro
Background
Motivation: Sampling the Posterior
Motivation: Integrating the Posterior
Stopping Criteria
Nested Sampling In Practice
Naïve Approach: Sampling from the Prior
Examples of Bounding Strategies
Examples of Sampling Strategies
Advantages and Disadvantages
Dynamic Nested Sampling
Illustrative Example
Summary
Taught by
Institute for Pure & Applied Mathematics (IPAM)