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emcee: The MCMC Hammer

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emcee: The MCMC Hammer

Postby kcd » Sat Mar 02, 2013 4:57 am

emcee: The MCMC Hammer

Abstract: emcee is an extensible, pure-Python implementation of Goodman & Weare's Affine Invariant Markov chain Monte Carlo (MCMC) Ensemble sampler. It's designed for Bayesian parameter estimation. The algorithm behind emcee has several advantages over traditional MCMC sampling methods and has excellent performance as measured by the autocorrelation time (or function calls per independent sample). One advantage of the algorithm is that it requires hand-tuning of only 1 or 2 parameters compared to $sim N^2$ for a traditional algorithm in an N-dimensional parameter space. Exploiting the parallelism of the ensemble method, emcee permits any user to take advantage of multiple CPU cores without extra effort.

Credit: Foreman-Mackey, Daniel; Conley, Alex; Meierjurgen Farr, Will; Hogg, David W.; Lang, Dustin; Marshall, Phil; Price-Whelan, Adrian; Sanders, Jeremy; Zuntz, Joe


Bibcode: 2013ascl.soft03002F

Preferred citation method:

ID: ascl:1303.002
Last edited by Ada Coda on Sun Nov 27, 2016 7:28 pm, edited 1 time in total.
Reason: Updated code entry.

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