.png){kind=icon}
返回
NESTED SAMPLING FOR UNCERTAINTY QUANTIFICATION AND RARE EVENT ESTIMATION\ast
.png){kind=icon}
PRE
AI
DOI：10.1137/23M1607842.png)
.png){kind=icon}
原文求助.png){kind=icon}
分享.png){kind=icon}
收藏
摘要
En 中文
Nested sampling is a method for computing the Bayesian evidence, also called the marginal likelihood, which is the integral of the likelihood with respect to the prior. More generally, it is a numerical probabilistic quadrature rule. The main idea of nested sampling is to replace a high- dimensional likelihood integral over parameter space with an integral over the unit line by employing a push-forward with respect to a suitable transformation. Practically, a set of active samples ascends the level sets of the integrand function, with the measure contraction of the superlevel sets being statistically estimated. We justify the validity of this approach for integrands with nonnegligible plateaus and demonstrate nested sampling's practical effectiveness in estimating the (log-)probability of rare events.
Keyword:
nested sampling
rare event estimation
uncertainty quantification
quadrature
Monte Carlo
期刊
IF:
2.6
论文数:
5.1K
被引数:
1.8W
机构
引用论文
Precise Micro-Assembly Through an Integration of Micro-EDM and Nd-YAG通过微电火花加工（Micro-EDM）和Nd-YAG的集成实现精密微装配
PREAI
分享收藏Impact of bounded noise on the formation and instability of spiral wave in a 2D Lattice of neurons.png)
SCIENTIFIC REPORTS
OAAI
SCIENTIFIC REPORTSIF3.9
OAAI分享收藏Multimodal nested sampling: an efficient and robust alternative to Markov Chain Monte Carlo methods for astronomical data analyses多模态嵌套采样: 用于天文数据分析的马尔可夫链蒙特卡洛方法的有效且稳健的替代方法OAAI
OAAI分享收藏The Unique Pattern of Somatic Imprint in Oct-4+ Very Small Embryonic Like (VSEL) Stem Cells Isolated from Adult Tissues Further Supports Both Their Epiblast/Germ Line Origin and Explains Quiescent Status: Potential Modification of Somatic Imprint as a Key to Longevity?Blood
BloodIF0
PREAI
分享收藏
查看更多内容