Importance nested sampling with normalising flows

Understand

We present an improved version of the nested sampling algorithm nessai in which the core algorithm is modified to use importance weights.

• In the modified algorithm, samples are drawn from a mixture of normalising flows and the requirement for samples to be independently and identically distributed (i.i.d.) according to the prior is relaxed.
• Furthermore, it allows for samples to be added in any order, independently of a likelihood constraint, and for the evidence to be updated with batches of samples.
• We call the modified algorithm i-nessai.