Sampling Errors in Nested Sampling Parameter Estimation

Edward Higson, Will Handley, Mike Hobson, Anthony Lasenby
3/28/2017
stat.MEastro-ph.IMstat.AP

Official code: ejhigson/nestcheck (17 stars, MIT, last commit 2023-07-08).

Abstract

Sampling errors in nested sampling parameter estimation differ from those in Bayesian evidence calculation, but have been little studied in the literature. This paper provides the first explanation of the two main sources of sampling errors in nested sampling parameter estimation, and presents a new diagrammatic representation for the process. We find no current method can accurately measure the parameter estimation errors of a single nested sampling run, and propose a method for doing so using a new algorithm for dividing nested sampling runs. We empirically verify our conclusions and the accuracy of our new method.

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Code Implementations(1)

ejhigson/nestcheckOfficial100%
MIT

Error analysis, diagnostic tests and plots for nested sampling calculations.

1710PythonFeb 11, 20183 years agoMIT
bayesian-inferencedynamic-nested-samplingerror-analysisnested-samplingpython+1 more

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Cite this paper

@article{higson2017sampling,
  title  = {Sampling Errors in Nested Sampling Parameter Estimation},
  author = {Edward Higson and Will Handley and Mike Hobson and Anthony Lasenby},
  year   = {2017},
  eprint = {1703.09701},
  archivePrefix = {arXiv},
  url    = {https://arxiv.org/abs/1703.09701}
}

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