Nested Sampling for Frequentist Computation: Fast Estimation of Small p-Values.
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DOI: 10.1103/physrevlett.128.021801
Abstract: We propose a novel method for computing p-values based on nested sampling (NS) applied to the sampling space rather than the parameter space of the problem, in contrast to its usage in Bayesian computation. The… read more here.
Keywords: nested sampling; fast estimation; sampling frequentist; computation ... See more keywords