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Further reading
The standard references for Bayesian methods in physical-science data analysis are Gregory (2005) and Sivia and Skilling (2006). For the specific algorithms used here: Metropolis–Hastings is described in any modern MCMC textbook; Goodman–Weare is the basis of Foreman-Mackey et al. (2013); the NUTS variant of HMC is Hoffman and Gelman (2014); nested sampling is Skilling (2004) with the multi-process extension of Buchner (2014). The interpretation of Bayes factors and the evidence scale used by compare nest follow Kass and Raftery (1995). The discussion of convergence diagnostics draws on Gelman and Rubin (1992) and Geweke (1992).