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talk.pdf | ||
*.aux | ||
*.fdb_latexmk | ||
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*.nav | ||
*.out | ||
*.snm | ||
*.toc |
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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 | ||
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## 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. | ||
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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. | ||
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[[PDF](https://github.com/williamjameshandley/talks/raw/oxford_2020/will_handley_oxford_2020.pdf)] | ||
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% Useful packages | ||
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[email protected] | ||
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\usepackage{calculator} | ||
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\begin{frame}[label=further_reading] | ||
\frametitle{Further reading} | ||
\centerline{% | ||
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\includegraphics[height=0.7\textheight]{./figures/sivia_skilling.jpg} | ||
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\includegraphics[height=0.7\textheight]{./figures/mackay.jpg} | ||
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\begin{itemize} | ||
\item Data analysis: A Bayesian Tutorial (Sivia \& Skilling) | ||
\item Information Theory, Inference and Learning Algorithms (Mackay) | ||
\end{itemize} | ||
\end{frame} | ||
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