Bayesian Analysis

Sampling Errors in Nested Sampling Parameter Estimation

Edward Higson, Will Handley, Mike Hobson, and Anthony Lasenby

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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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Bayesian Anal. (2017), 24 pages.

First available in Project Euclid: 25 October 2017

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nested sampling parameter estimation

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Higson, Edward; Handley, Will; Hobson, Mike; Lasenby, Anthony. Sampling Errors in Nested Sampling Parameter Estimation. Bayesian Anal., advance publication, 25 October 2017. doi:10.1214/17-BA1075.

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