Nested sampling for general Bayesian computation
作者： John Skilling
DOI: 10.1214/06-BA127
关键词: Statistics 、 Algorithm 、 Nested sampling algorithm 、 Expectation–maximization algorithm 、 Likelihood function 、 Likelihood principle 、 Restricted maximum likelihood 、 Mathematics 、 Marginal likelihood 、 Likelihood-ratio test 、 Bayesian information criterion
摘要: … Nested sampling estimates directly how the likelihood … Samples from the posterior distribution are an optional byproduct, obtainable for any temperature. The method relies on sampling …
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