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“The evidence Z is often the single most important number in the Bayesian problem and I think every effort should be devoted to calculating it” (MacKay 2003). Nested sampling does this by giving a direct estimate of the density of states. Posterior samples are an optional by‐product.
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John Skilling (Thu,) studied this question.
synapsesocial.com/papers/69dd2c922f737f012599b3ea — DOI: https://doi.org/10.1063/1.1835238
John Skilling
University of Alberta
AIP conference proceedings
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