DNest4: Diffusive Nested Sampling in C++ and Python

In probabilistic (Bayesian) inferences, we typically want to compute properties of the posterior distribution, describing knowledge of unknown quantities in the context of a particular dataset and the assumed prior information. The marginal likelihood, also known as the "evidence", is a ke...

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Bibliographic Details
Main Authors: Brendon J. Brewer, Daniel Foreman-Mackey
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2018-09-01
Series:Journal of Statistical Software
Subjects:
Online Access:https://www.jstatsoft.org/index.php/jss/article/view/2835