(5/6) Nested Sampling from scratch - Practical Inference for Researchers in the Physical Sciences
Channel: JOHANNES BUCHNER
Date: 2021-12-02

* implementing nested sampling from scratch
 * prior volume shrinkage with beta distribution
 * likelihood-restricted prior sampling (LRPS)
 * LRPS with rejection sampling or MCMC
 * computing posterior distributions
 * computing integrals (Bayesian evidence)
 * behaviour in multi-modal distributions
 * diagnostics

from Block I: Monte Carlo inference methods
of the course "Practical Inference for Researchers in the Physical Sciences"
https://johannesbuchner.github.io/PracticalInferenceForResearchersInThePhysicalSciencesCourse/
aimed at the graduate and post-graduate level (master, PhD, postdoc)
for physicists, cosmologists, astronomers, etc.
at TU Munich, 2021

Lecturer: Johannes Buchner