Nested sampling
Devinderjit Singh Sivia · 2006
Abstract The resurgence of interest in the Bayesian approach to data analysis has been driven, in practical terms, partly by the rapid development of computer hardware and partly by the advent of larger-scale problems. This chapter discusses some of the modern numerical techniques that are useful for doing Bayesian calculations when analytical approximations are inadequate; in particular, it focuses on the novel idea of nested sampling.