Nested Sampling
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Nested Sampling
The nested sampling algorithm is a computational approach to the Bayesian statistics problems of comparing models and generating samples from posterior distributions. It was developed in 2004 by physicist John Skilling. Background Bayes' theorem can be applied to a pair of competing models M_1 and M_2 for data D, one of which may be true (though which one is unknown) but which both cannot be true simultaneously. The posterior probability for M_1 may be calculated as: : \begin P(M_1\mid D) & = \frac \\ & = \frac \\ & = \frac \end The prior probabilities M_1 and M_2 are already known, as they are chosen by the researcher ahead of time. However, the remaining Bayes factor P(D\mid M_2)/P(D\mid M_1) is not so easy to evaluate, since in general it requires marginalizing nuisance parameters. Generally, M_1 has a set of parameters that can be grouped together and called \theta, and M_2 has its own vector of parameters that may be of different dimensionality, but is still termed \ ...
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Computation
Computation is any type of arithmetic or non-arithmetic calculation that follows a well-defined model (e.g., an algorithm). Mechanical or electronic devices (or, historically, people) that perform computations are known as ''computers''. An especially well-known discipline of the study of computation is computer science. Physical process of Computation Computation can be seen as a purely physical process occurring inside a closed physical system called a computer. Examples of such physical systems are digital computers, mechanical computers, quantum computers, DNA computers, molecular computers, microfluidics-based computers, analog computers, and wetware computers. This point of view has been adopted by the physics of computation, a branch of theoretical physics, as well as the field of natural computing. An even more radical point of view, pancomputationalism (inaudible word), is the postulate of digital physics that argues that the evolution of the universe is itself ...
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Energy Landscape
An energy landscape is a mapping of possible states of a system. The concept is frequently used in physics, chemistry, and biochemistry, e.g. to describe all possible conformations of a molecular entity, or the spatial positions of interacting molecules in a system, or parameters and their corresponding energy levels, typically Gibbs free energy. Geometrically, the energy landscape is the graph of the energy function across the configuration space of the system. The term is also used more generally in geometric perspectives to mathematical optimization, when the domain of the loss function is the parameter space of some system. Applications The term is useful when examining protein folding; while a protein can theoretically exist in a nearly infinite number of conformations along its energy landscape, in reality proteins fold (or "relax") into secondary and tertiary structures that possess the lowest possible free energy. The key concept in the energy landscape approach to pro ...
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List Of Algorithms
The following is a list of well-known algorithms along with one-line descriptions for each. Automated planning Combinatorial algorithms General combinatorial algorithms * Brent's algorithm: finds a cycle in function value iterations using only two iterators * Floyd's cycle-finding algorithm: finds a cycle in function value iterations * Gale–Shapley algorithm: solves the stable marriage problem * Pseudorandom number generators (uniformly distributed—see also List of pseudorandom number generators for other PRNGs with varying degrees of convergence and varying statistical quality): ** ACORN generator ** Blum Blum Shub ** Lagged Fibonacci generator ** Linear congruential generator ** Mersenne Twister Graph algorithms * Coloring algorithm: Graph coloring algorithm. * Hopcroft–Karp algorithm: convert a bipartite graph to a maximum cardinality matching * Hungarian algorithm: algorithm for finding a perfect matching * Prüfer coding: conversion between a labeled tree and i ...
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Bayesian Model Comparison
The Bayes factor is a ratio of two competing statistical models represented by their marginal likelihood, and is used to quantify the support for one model over the other. The models in questions can have a common set of parameters, such as a null hypothesis and an alternative, but this is not necessary; for instance, it could also be a non-linear model compared to its linear approximation. The Bayes factor can be thought of as a Bayesian analog to the likelihood-ratio test, but since it uses the (integrated) marginal likelihood instead of the maximized likelihood, both tests only coincide under simple hypotheses (e.g., two specific parameter values). Also, in contrast with null hypothesis significance testing, Bayes factors support evaluation of evidence ''in favor'' of a null hypothesis, rather than only allowing the null to be rejected or not rejected. Although conceptually simple, the computation of the Bayes factor can be challenging depending on the complexity of the model ...
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Thermodynamics
Thermodynamics is a branch of physics that deals with heat, work, and temperature, and their relation to energy, entropy, and the physical properties of matter and radiation. The behavior of these quantities is governed by the four laws of thermodynamics which convey a quantitative description using measurable macroscopic physical quantities, but may be explained in terms of microscopic constituents by statistical mechanics. Thermodynamics applies to a wide variety of topics in science and engineering, especially physical chemistry, biochemistry, chemical engineering and mechanical engineering, but also in other complex fields such as meteorology. Historically, thermodynamics developed out of a desire to increase the efficiency of early steam engines, particularly through the work of French physicist Sadi Carnot (1824) who believed that engine efficiency was the key that could help France win the Napoleonic Wars. Scots-Irish physicist Lord Kelvin was the first to formulate a ...
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Statistical Mechanics
In physics, statistical mechanics is a mathematical framework that applies statistical methods and probability theory to large assemblies of microscopic entities. It does not assume or postulate any natural laws, but explains the macroscopic behavior of nature from the behavior of such ensembles. Statistical mechanics arose out of the development of classical thermodynamics, a field for which it was successful in explaining macroscopic physical properties—such as temperature, pressure, and heat capacity—in terms of microscopic parameters that fluctuate about average values and are characterized by probability distributions. This established the fields of statistical thermodynamics and statistical physics. The founding of the field of statistical mechanics is generally credited to three physicists: *Ludwig Boltzmann, who developed the fundamental interpretation of entropy in terms of a collection of microstates *James Clerk Maxwell, who developed models of probability distr ...
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Partition Function (statistical Mechanics)
In physics, a partition function describes the statistical properties of a system in thermodynamic equilibrium. Partition functions are functions of the thermodynamic state variables, such as the temperature and volume. Most of the aggregate thermodynamic variables of the system, such as the total energy, free energy, entropy, and pressure, can be expressed in terms of the partition function or its derivatives. The partition function is dimensionless. Each partition function is constructed to represent a particular statistical ensemble (which, in turn, corresponds to a particular free energy). The most common statistical ensembles have named partition functions. The canonical partition function applies to a canonical ensemble, in which the system is allowed to exchange heat with the environment at fixed temperature, volume, and number of particles. The grand canonical partition function applies to a grand canonical ensemble, in which the system can exchange both heat and p ...
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Structural Dynamics
Structural dynamics is a type of structural analysis which covers the behavior of a structure subjected to dynamic (actions having high acceleration) loading. Dynamic loads include people, wind, waves, traffic, earthquakes, and blasts. Any structure can be subjected to dynamic loading. Dynamic analysis can be used to find dynamic displacements, time history, and modal analysis. Structural analysis is mainly concerned with finding out the behavior of a physical structure when subjected to force. This action can be in the form of load due to the weight of things such as people, furniture, wind, snow, etc. or some other kind of excitation such as an earthquake, shaking of the ground due to a blast nearby, etc. In essence all these loads are dynamic, including the self-weight of the structure because at some point in time these loads were not there. The distinction is made between the dynamic and the static analysis on the basis of whether the applied action has enough acceleration in ...
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Finite Element
The finite element method (FEM) is a popular method for numerically solving differential equations arising in engineering and mathematical modeling. Typical problem areas of interest include the traditional fields of structural analysis, heat transfer, fluid flow, mass transport, and electromagnetic potential. The FEM is a general numerical method for solving partial differential equations in two or three space variables (i.e., some boundary value problems). To solve a problem, the FEM subdivides a large system into smaller, simpler parts that are called finite elements. This is achieved by a particular space discretization in the space dimensions, which is implemented by the construction of a mesh of the object: the numerical domain for the solution, which has a finite number of points. The finite element method formulation of a boundary value problem finally results in a system of algebraic equations. The method approximates the unknown function over the domain. The simple ...
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Finite Element Updating
Finite element model updating is the process of ensuring that finite element analysis results in models that better reflect the measured data than the initial models. It is part of verification and validation of numerical models. The process The process is conducted by first choosing the domain in which data is presented. The domains used include time domain, frequency domain, modal domain, and time-frequency domain. The second step is to determine which parts of the initial models are thought to have been modeled incorrectly. The third task is to formulate a function which has the parameters that are expected to be design variables, and which represents the distance between the ''measured'' data and the finite element model ''predicted'' data. The fourth step is to implement the optimization method to identify parameters that minimize this function. In most cases, a gradient-based optimization strategy will be used. For nonlinear analysis, more specific methods like resp ...
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Model Selection
Model selection is the task of selecting a statistical model from a set of candidate models, given data. In the simplest cases, a pre-existing set of data is considered. However, the task can also involve the design of experiments such that the data collected is well-suited to the problem of model selection. Given candidate models of similar predictive or explanatory power, the simplest model is most likely to be the best choice (Occam's razor). state, "The majority of the problems in statistical inference can be considered to be problems related to statistical modeling". Relatedly, has said, "How hetranslation from subject-matter problem to statistical model is done is often the most critical part of an analysis". Model selection may also refer to the problem of selecting a few representative models from a large set of computational models for the purpose of decision making or optimization under uncertainty. Introduction In its most basic forms, model selection is one ...
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Cosmology
Cosmology () is a branch of physics and metaphysics dealing with the nature of the universe. The term ''cosmology'' was first used in English in 1656 in Thomas Blount (lexicographer), Thomas Blount's ''Glossographia'', and in 1731 taken up in Latin by German philosophy, German philosopher Christian Wolff (philosopher), Christian Wolff, in ''Cosmologia Generalis''. Religious cosmology, Religious or mythological cosmology is a body of beliefs based on Mythology, mythological, Religion, religious, and Esotericism, esoteric literature and traditions of Cosmogony, creation myths and eschatology. In the science of astronomy it is concerned with the study of the chronology of the universe. Physical cosmology is the study of the observable universe's origin, its large-scale structures and dynamics, and the ultimate fate of the universe, including the laws of science that govern these areas. It is investigated by scientists, such as astronomers and physicists, as well as Philosophy, ph ...
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