blackjax.ns

Contents

blackjax.ns#

Nested sampling algorithms.

Nested sampling is a Monte Carlo method for Bayesian computation, used for evidence (marginal likelihood) estimation and posterior sampling.

Available modules:

  • base: Core components for Nested Sampling.

  • adaptive: Adaptive nested sampling combining SMC-style adaptive tempering with per-step inner-kernel parameter tuning and evidence tracking.

  • nss: Nested slice sampling, with hit-and-run (build_kernel) or slice-within-Gibbs (build_swig_kernel) inner kernels.

  • integrator: NSIntegrator for tracking evidence integration.

  • utils: Utility functions for processing nested sampling results.

  • from_mcmc: Utilities to build nested sampling algorithms from MCMC kernels.

Submodules#