NestedSampling

A port of John Skilling's nested sampling C code to Haskell.

https://github.com/ijt/haskell_nested_sampling

Latest on Hackage:

0.1.4

This package is not currently in any snapshots. If you're interested in using it, we recommend adding it to Stackage Nightly. Doing so will make builds more reliable, and allow stackage.org to host generated Haddocks.

GPL-2.0-only licensed by Issac Trotts

Maintained by [email protected]

Nested Sampling is a numerical algorithm for approximate Bayesian inference. It generates samples from the posterior distribution but its main purpose is to estimate the evidence P(M|D) of the model conditioned on the observed data. More information on Nested Sampling is available at http://en.wikipedia.org/wiki/Nested_sampling_algorithm.

The original code can be found at http://www.inference.phy.cam.ac.uk/bayesys/sivia/ along with documentation at http://www.inference.phy.cam.ac.uk/bayesys/. An example program called lighthouse.hs is included.

So far, only the simple demonstration file called mininest.c has been ported. There is a more sophisticated C library available at http://www.inference.phy.cam.ac.uk/bayesys/nest/nest.tar.gz but it has not been ported to Haskell yet.