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williamjameshandley committed Oct 22, 2020
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# Nested sampling: an efficient and robust Bayesian inference tool for astrophysics and cosmology.
hour-long seminar given on 21st January 2020 at the University of Oxford, UK

## Abstract
Nested sampling is an alternative MCMC technique for integrating and exploring probability distributions. With
publicly available implementations such as MultiNest, PolyChord and dynesty, it has become widely adopted in the field
of cosmology and astrophysics as a powerful tool for computing Bayesian evidences and sampling challenging a-priori
unknown parameter spaces.

In this talk I will give a user's guide to the theory of nested sampling in the context of Bayesian model comparison
and parameter estimation,
a survey of the current state of the art and the future of the field. I will illustrate with examples from
cosmological and inflationary model comparison, primordial power spectrum reconstruction, 21cm cosmology, exoplanets,
and tension quantification, as well as recent work in sparse reconstruction, Bayesian Neural Networks and
likelihood-free inference.

[[PDF](https://github.com/williamjameshandley/talks/raw/oxford_2020/will_handley_oxford_2020.pdf)]

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[email protected]
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\item Data analysis: A Bayesian Tutorial (Sivia \& Skilling)
\item Information Theory, Inference and Learning Algorithms (Mackay)
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