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- Nested Sampling for Rare Event Estimation
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Mathematics and Statistics
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Abstract
Nested Sampling is a relatively recent development and could be framed as “Lebesgue Monte Carlo integration” (as opposed to usual Monte Carlo methods which could be said to perform “Riemann Monte Carlo integration”). I will give an introduction to Nested Sampling and how it can be used to compute the log-probability of (very) rare events. This is ongoing work with Jonas Latz and Doris Schneider.
Speaker
Philipp Wacker
Research Area
Statistics seminar
Affiliation
University of Canterbury
Date
Friday, 22 September 2023, 11 a m
Venue
Microsoft Teams