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joshspeagle / dynesty

Dynamic Nested Sampling package for computing Bayesian posteriors and evidences
https://dynesty.readthedocs.io/
MIT License
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Reference for scaling behaviour of total number of steps N #215

Closed mvsoom closed 3 years ago

mvsoom commented 3 years ago

First of all, thank you very much for this wonderful package!

From the docs:

It can be shown/argued that the total number of steps N needed to integrate over the posterior roughly scales as: $N \propto HK$

Could you provide a reference for this? I couldn't find anything anywhere myself, including the dynesty paper.

joshspeagle commented 3 years ago

Ah whoops, that's from the original Skilling paper, Section 8.

mvsoom commented 3 years ago

Thanks for the reply! Did you mean Section 7 [eq. (17)] instead of Section 8?

joshspeagle commented 3 years ago

Ah sorry! Yes -- Section 7.

mvsoom commented 3 years ago

Thanks again :)