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Nested Slice Sampling: Vectorized Nested Sampling for GPU-Accelerated Inference

Published in Transactions on Machine Learning Research, 2026 • May 10, 2026
Authors:
David Yallup
,
Namu Kroupa
,
Will Handley

Abstract

Model comparison and calibrated uncertainty quantification often require integrating over parameters, but scalable inference can be challenging for complex, multimodal targets. Nested Sampling is a robust alternative to standard MCMC, yet its typically sequential structure and hard constraints make ...

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