https://github.com/sag2021/bayesian_nested_sampling
Implementation of nested sampling method
https://github.com/sag2021/bayesian_nested_sampling
bayesian bayesian-methods monte-carlo nested-sampling optimization probability python
Last synced: 28 days ago
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Implementation of nested sampling method
- Host: GitHub
- URL: https://github.com/sag2021/bayesian_nested_sampling
- Owner: sag2021
- License: bsd-3-clause
- Created: 2024-11-04T01:33:27.000Z (6 months ago)
- Default Branch: main
- Last Pushed: 2024-11-04T14:01:56.000Z (6 months ago)
- Last Synced: 2025-02-14T14:51:06.972Z (3 months ago)
- Topics: bayesian, bayesian-methods, monte-carlo, nested-sampling, optimization, probability, python
- Language: Python
- Homepage:
- Size: 44.9 KB
- Stars: 0
- Watchers: 1
- Forks: 0
- Open Issues: 0
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Metadata Files:
- Readme: README.md
- License: LICENSE
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README
# Overview
Implementation of the Bayesian nested sampling method [^1][^2]. Computes the Bayesian evidence and information for a parametric model.
Also computes estimates of the parameters and uncertainties based on moments of the posterior.
Based on the approach described by Sivia,D.S., Skilling, J. (2006) [^1]. Implements Monte-Carlo error estimation.
Ongoing project.
[^1]: Sivia,D.S., Skilling, J.: 2006,Data Analysis - A Bayesian Tutorial (2nd ed.),Oxford Science Publications Oxford University Press, ISBN: 978-0198568322
[^2]: John Skilling. "Nested sampling for general Bayesian computation." Bayesian Anal. 1 (4) 833 - 859, December 2006. https://doi.org/10.1214/06-BA127
# Example
Example code finds the location and scale parameter for a log-normal distribution using a log-normal sample.