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Implementations of single- and multi-ellipsoidal nested sampling algorithms in pure Julia. We implement the [AbstractMCMC.jl](https://github.com/TuringLang/abstractmcmc.jl) interface, allowing straightforward sampling from a variety of statistical models.
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Implementations of single- and multi-ellipsoidal nested sampling algorithms in pure Julia. We implement the [AbstractMCMC.jl](https://github.com/TuringLang/AbstractMCMC.jl) interface, allowing straightforward sampling from a variety of statistical models.
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This package was heavily influenced by [nestle](https://github.com/kbarbary/nestle), [dynesty](https://github.com/joshspeagle/dynesty), and [NestedSampling.jl](https://github.com/kbarbary/NestedSampling.jl).
once the sampler is set up, we can leverage all of the [AbstractMCMC](https://github.com/turinglang/abstractmcmc.jl) interface, including the step iterator, transducer, and a convenience `sample` method. The `sample` method takes keyword arguments for the convergence criteria.
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once the sampler is set up, we can leverage all of the [AbstractMCMC.jl](https://github.com/TuringLang/AbstractMCMC.jl) interface, including the step iterator, transducer, and a convenience `sample` method. The `sample` method takes keyword arguments for the convergence criteria.
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**Note:** both the samples *and* the sampler state will be returned by `sample`
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@@ -67,7 +67,7 @@ you can resample taking into account the statistical weights, again using StatsB
These are chains from [MCMCChains](https://github.com/turinglang/mcmcchains.jl), which offer a lot of flexibility in exploring posteriors, combining data, and offering lots of convenient conversions (like to `DataFrame`s).
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These are chains from [MCMCChains.jl](https://github.com/TuringLang/MCMCChains.jl), which offer a lot of flexibility in exploring posteriors, combining data, and offering lots of convenient conversions (like to `DataFrame`s).
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Finally, we can see the estimate of the Bayesian evidence
Implementations of single- and multi-ellipsoidal nested sampling algorithms in pure Julia. We implement the [AbstractMCMC.jl](https://github.com/turinglang/abstractmcmc.jl) interface, allowing straightforward sampling from a variety of statistical models.
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Implementations of single- and multi-ellipsoidal nested sampling algorithms in pure Julia. We implement the [AbstractMCMC.jl](https://github.com/TuringLang/AbstractMCMC.jl) interface, allowing straightforward sampling from a variety of statistical models.
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This package was heavily influenced by [nestle](https://github.com/kbarbary/nestle), [dynesty](https://github.com/joshspeagle/dynesty), and [NestedSampling.jl](https://github.com/kbarbary/NestedSampling.jl).
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## Usage
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The samplers are built using the [AbstractMCMC](https://github.com/turinglang/abstractmcmc.jl) interface. To use it, we need to create a [`NestedModel`](@ref).
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The samplers are built using the [AbstractMCMC.jl](https://github.com/TuringLang/AbstractMCMC.jl) interface. To use it, we need to create a [`NestedModel`](@ref).
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