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# Monthly Archives: July 2015

## On path integral evidence (marginal likelihood) computations …

I noticed the latest paper by Kitching & Taylor, entitled Path-integral evidence, on astro-ph recently and decided it was high time for me to take a careful read through the full series (i.e. including TK2010 and KT2011). After parsing the … Continue reading

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## Nested sampling identities everywhere …

The nested sampling identity for marginal likelihood estimation can be understood in two steps: the first of which is to observe that the expectation value of a non-negative random variable is identical to the integral of its survival function from 0 … Continue reading

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## Bayesian Statistics as a New* Tool for Spectral Analysis …

*warning your understanding of the word ‘new’ and that of the authors may differ! I noticed this paper on astro ph today by J-M. Mugnes & C. Robert, the latter I initially thought might be Xian, but indeed it rapidly … Continue reading

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## On (un)falsifiability of paradigms with Bayesian model selection …

I noticed an unusual contribution on the philosophy of science with Bayesian model selection by Gubitosi et al. on astro ph the other day, in which some rather bold claims are made, e.g. “By considering toy models we illustrate how … Continue reading

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## Edgeworth expansions …

It’s interesting how the investigation of a given topic in statistics (in this example the topic will be the asymptotic behaviour of confidence intervals) can lead to the discovery that a key device for studying the said topic (in this … Continue reading

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