diff --git a/README.rst b/README.rst index cd47bfe..a464b5b 100644 --- a/README.rst +++ b/README.rst @@ -20,7 +20,9 @@ -``ProxNest`` is an open source, well tested and documented Python implementation of the *proximal nested sampling* algorithm (`Cai et al. 2022 `_) which is uniquely suited for sampling from very high-dimensional posteriors that are log-concave and potentially not smooth (*e.g.* Laplace priors). This is achieved by exploiting tools from proximal calculus and Moreau-Yosida regularisation (`Moreau 1962 `_) to efficiently sample from the prior subject to the hard likelihood constraint. The resulting Markov chain iterations include a gradient step, approximating (with arbitrary precision) an overdamped Langevin SDE that can scale to very high-dimensional applications. +``ProxNest`` is an open source, well tested and documented Python implementation of the *proximal nested sampling* framework (`Cai et al. 2022 `_) to compute the Bayesian model evidence or marginal likelihood in high-dimensional log-convex settings. Furthermore, non-smooth sparsity-promoting priors are also supported. + +This is achieved by exploiting tools from proximal calculus and Moreau-Yosida regularisation (`Moreau 1962 `_) to efficiently sample from the prior subject to the hard likelihood constraint. The resulting Markov chain iterations include a gradient step, approximating (with arbitrary precision) an overdamped Langevin SDE that can scale to very high-dimensional applications. Basic Usage ===========