Saranjeet Kaur Bhogal

I am currently pursuing MPhil in Statistics from University of Pune, India. I have worked as a Student Developer for Google Summer of Code 2020 with The Julia Language Organisation, during which I built the algorithmic variants of the nested sampling algorithm in Julia. I am also working with the R Contribution Working Group to develop a novice-friendly "R Developer's Guide".

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Sessions

3min
Algorithmic Variants of Nested Sampling
Saranjeet Kaur Bhogal

Nesting sampling is a methodology for computing the evidence (a high-dimensional integration of the likelihood over the prior density), and the posteriors simultaneously. Implementation in Julia of three algorithmic variants of nested sampling: Random Staggering, Slicing, and Random Slicing, are discussed in this work. Much of this work was inspired by the Python package, dynesty, and its modular approach to nested sampling which Julia’s multiple dispatch made even more effective.