• Speaker: Dr Barrie Stokes, School of Medicine and Public Health, The University of Newcastle
  • Title: Nested Sampling: How it Works and why it’s Good
  • Location: Room V101, Mathematics Building (Callaghan Campus) The University of Newcastle
  • Time and Date: 2:00 pm, Fri, 6th Jun 2014
  • PhD Confirmation
  • Abstract:

    [Supervisors: Professor Irene Hudson, Dr. Frank Tuyl, School of Mathematical and Physical Sciences]

    Nested Sampling (NS) is a computationally-intensive algorithm for fitting parametric statistical models to data in a Bayesian setting, first announced by its originator, John Skilling, in 2004.

    NS has several distinguishing features that differentiate it from the large class of algorithms having the same purpose that fall under the heading MCMC (Markov Chain Monte Carlo).

    NS has as its principal aim the evaluation of the evidence Z, the denominator in the Bayes’ Theorem expression for the posterior probability. Posterior samples are in a sense by-products of the process. NS requires no burn-in period, and poses no starting point problem. In principle it can deal with multimodal likelihoods and very large datasets.

    The NS algorithm will be explained with the aid of Mathematica animated graphics, and some current applications of NS will be briefly mentioned.

    One of the aims of the project is to produce a general NS package written in Mathematica, which will be used for investigating the behaviour of NS. The package should be useful in furthering the use of NS in a variety of applications.

    All algorithm development, testing, and implementation, and thesis writing is being done in Mathematica. Reasons for this will be offered.

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