Software by John Skilling | Website by David MacKay

Here at last is my public-domain BayeSys3 program, with improved calculation of "Evidence" value. You are welcome to use it, test it, point to it, whatever. There's also the manual (in TeX and postscript) --- still with the long lines you don't like but I do. Presumably it will also get onto www.maxent.co.uk.

John Skilling

Notes by David MacKay

Mon 29/3/04

  1. The original tar file does not contain a Makefile for compilation of the C examples. In the test directory I wrote a Makefile for linux.

    I edited the .c, .h files so that they work on linux. (The modification required is to remove the terminal C-z in each file).

    When done, I made an alternate BayeSys3 tar file.

  2. I implemented another toy problem using BayeSys, and write a log of what I did here.

Data Analysis - A Bayesian Tutorial - Second Edition by Devinderjit Sivia and John Skilling ISBN 0198568312
Includes chapters on Nested Sampling and Quantification by MCMC
From Issac Trotts: Python code - |mininest.py| lighthouse.py|
and R code - |mininest.r| lighthouse.r|
Lush code directory

[画像:figs/nestnested sampling] A new Monte Carlo method by John Skilling.

[Updated Oct 2004] Nested Sampling for General Bayesian Computation (postscript, 16 pages)
| (updated again Tue 8/2/2005) (pdf, 19 pages)

New Sat 1/4/06: Nested Sampling for Bayesian Computations (pdf) paper for Valencia Meeting 2006 (postscript)

Related documents

Nested sampling explanatory illustrations by David MacKay: postscript, 4 pages | pdf

Slides by John Skilling, August 2005: `Turning On and Off' | (same slides, higher resolution images)


David MacKay

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