Nested sampling algorithm

The use of nested sampling for prediction of infrastructure degradation under uncertainty

Published in Jaap Bakker, Dan M. Frangopol, Klaas van Breugel, Life-Cycle of Engineering Systems, 2017

The original Nested Sampling algorithm is sophisticated in that it guards the user against the almost inevitable under- and overflow that will arise in non-trivial data analysis problems, by making in Figure 5 a change of variable from w to u = log w, and by taking the log of the ordinate, that is, by sampling log g’s rather than g’s (Skilling, 2004).

The use of nested sampling for prediction of infrastructure degradation under uncertainty

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Journal Information

Published in Structure and Infrastructure Engineering, 2018

H. R. Noël Van Erp, André D. Orcesi

The original nested sampling algorithm is sophisticated in that it guards the user against the almost inevitable under- and overflow that will arise in non-trivial data analysis problems, by making in Figure 5 a change of variable from w to u = log w, and by taking the log of the ordinate, that is, by sampling log g’s rather than g’s (Skilling, 2004).

Nested sampling algorithm

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The use of nested sampling for prediction of infrastructure degradation under uncertainty

The use of nested sampling for prediction of infrastructure degradation under uncertainty