Open Access
September 2018 Sampling Errors in Nested Sampling Parameter Estimation
Edward Higson, Will Handley, Mike Hobson, Anthony Lasenby
Bayesian Anal. 13(3): 873-896 (September 2018). DOI: 10.1214/17-BA1075


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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Edward Higson. Will Handley. Mike Hobson. Anthony Lasenby. "Sampling Errors in Nested Sampling Parameter Estimation." Bayesian Anal. 13 (3) 873 - 896, September 2018.


Published: September 2018
First available in Project Euclid: 25 October 2017

zbMATH: 06989971
MathSciNet: MR3807870
Digital Object Identifier: 10.1214/17-BA1075

Keywords: nested sampling , Parameter estimation

Vol.13 • No. 3 • September 2018
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