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pith:2013:3HMGV22QLOBPTCRI7K2WYJTHYF
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Importance Nested Sampling and the MultiNest Algorithm

A.N. Pettitt, E. Cameron, F. Feroz, M.P. Hobson

Importance nested sampling reuses all MultiNest points to estimate Bayesian evidence up to ten times more accurately than standard nested sampling.

arxiv:1306.2144 v3 · 2013-06-10 · astro-ph.IM · physics.data-an · stat.CO

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Claims

C1strongest claim

importance nested sampling (INS), an alternative summation of the MultiNest draws, which can calculate the Bayesian evidence at up to an order of magnitude higher accuracy than `vanilla' NS with no change in the way MultiNest explores the parameter space.

C2weakest assumption

That the full set of points collected during MultiNest's constrained likelihood sampling, including those previously discarded, can be treated as an unbiased pseudo-importance sample for evidence summation.

C3one line summary

Importance nested sampling re-uses all MultiNest points, including those previously discarded, as a pseudo-importance sample to estimate Bayesian evidence with substantially higher accuracy than vanilla nested sampling.

References

7 extracted · 7 resolved · 4 Pith anchors

[1] Initializing adaptive importance sampling with Markov chains 2008 · arXiv:1304.7808
[2] Cluster detection in weak lensing surveys 2012 · arXiv:0810.0781
[3] Consistency of the Adaptive Multiple Importance Sampling 2003 · arXiv:1211.2548
[4] Theory of binless multi-state free energy estimation with applications to protein-ligand binding, 2012
[5] Bayes in the sky: Bayesian inference and model selection in cosmology, 2008

Formal links

2 machine-checked theorem links

Cited by

17 papers in Pith

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First computed 2026-05-17T23:38:13.136234Z
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Canonical hash

d9d86aeb505b82f98a28fab56c2667c17f311fe5e662a080dc8a2828812f4147

Aliases

arxiv: 1306.2144 · arxiv_version: 1306.2144v3 · doi: 10.48550/arxiv.1306.2144 · pith_short_12: 3HMGV22QLOBP · pith_short_16: 3HMGV22QLOBPTCRI · pith_short_8: 3HMGV22Q
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curl -sH 'Accept: application/ld+json' https://pith.science/pith/3HMGV22QLOBPTCRI7K2WYJTHYF \
  | jq -c '.canonical_record' \
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Canonical record JSON
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