zeus: Lightning Fast MCMC

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Ada Coda
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zeus: Lightning Fast MCMC

Post by Ada Coda » Sun Aug 30, 2020 7:30 pm

zeus: Lightning Fast MCMC

Abstract: 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.

Credit: Karamanis, Minas; Beutler, Florian

Site: https://github.com/minaskar/zeus

Bibcode: 2020ascl.soft08010K

Preferred citation method: https://ui.adsabs.harvard.edu/abs/2020arXiv200206212K

ID: ascl:2008.010

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