2017/03/31 by Edward Higson, Will Handley, Mike Hobson +1 · 2 citations
Mathematics · Physics and Astronomy · #stat.ME #astro-ph.IM #stat.AP
paper · pdf · doi:10.1214/17-ba1075
published as Bayesian Analysis 13(3):873-896 (2018) · Very minor changes. 22 pages + appendix, 10 figures. Accepted by Bayesian Analysis
arxiv created 2018/01/11 · arxiv updated 2018/12/11
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.