Astrophysics Source Code Library

Making codes discoverable since 1999

Searching for codes credited to 'Csányi, Gábor'

Tip! Refine or expand your search. Authors are sometimes listed as 'Smith, J. K.' instead of 'Smith, John' so it is useful to search for last names only. Note this is currently a simple phrase search.

[ascl:1010.029] DNEST: Diffusive Nested Sampling

This code is a general Monte Carlo method based on Nested Sampling (NS) for sampling complex probability distributions and estimating the normalising constant. The method uses one or more particles, which explore a mixture of nested probability distributions, each successive distribution occupying ~e^-1 times the enclosed prior mass of the previous distribution. While NS technically requires independent generation of particles, Markov Chain Monte Carlo (MCMC) exploration fits naturally into this technique. This method can achieve four times the accuracy of classic MCMC-based Nested Sampling, for the same computational effort; equivalent to a factor of 16 speedup. An additional benefit is that more samples and a more accurate evidence value can be obtained simply by continuing the run for longer, as in standard MCMC.