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[ascl:2008.010] zeus: Lightning Fast MCMC

Zeus is a pure-Python implementation of the Ensemble Slice Sampling method. Ensemble Slice Sampling improves upon Slice Sampling by bypassing some of that method's difficulties; it also exploits an ensemble of parallel walkers, thus making it immune to linear correlations. Zeus offers fast and robust Bayesian inference and efficient Markov Chain Monte Carlo without hand-tuning. The code provides excellent performance in terms of autocorrelation time and convergence rate, can scale to multiple CPUs without any extra effort, and includes convergence diagnostics.

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