Polychord is a nested sampling algorithm which is designed to sample from high-dimensional parameter spaces. Slice sampling is used at each iteration to sample within the likelihood constraint of nested sampling. Polychord is capable of identifying various modes of the posterior. This project aims to construct a polychord nested sampling algorithm in Julia. The final integration will be built into Turing.

Organization

Student

Saranjeet Kaur Bhogal

Mentors

  • Hong Ge
  • Cameron Pfiffer
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2020