A comparative benchmark of six Markov Chain Monte Carlo and nested samplers finds that HMC and nested sampling perform best on complex cosmological parameter spaces, though no method dominates overall.
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Modern Bayesian Sampling Methods for Cosmological Inference: A Comparative Study
A comparative benchmark of six Markov Chain Monte Carlo and nested samplers finds that HMC and nested sampling perform best on complex cosmological parameter spaces, though no method dominates overall.