➥ 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.
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.
RMHB is a hierarchical Bayesian code for reverberation mapping (RM) that combines results of a sparsely sampled broad line region (BLR) light curve and a large sample of active galactic nuclei (AGN) to infer properties of the sample of the AGN. The key idea of RM is to measure the time lag τ between variations in the continuum emission from the accretion disc and subsequent response of the broad line region (BLR). The measurement of τ is typically used to estimate the physical size of the BLR and is combined with other measurements to estimate the black hole mass MBH. A major difficulty with RM campaigns is the large amount of data needed to measure τ. RMHB allows a clear interpretation of a posterior distribution for hyperparameters describing the sample of AGN.
Exoplanet determines the posterior distribution of exoplanets by use of a trans-dimensional Markov Chain Monte Carlo method within Nested Sampling. This method finds the posterior distribution in a single run rather than requiring multiple runs with trial values.
Magnetron, written in Python, decomposes magnetar bursts into a superposition of small spike-like features with a simple functional form, where the number of model components is itself part of the inference problem. Markov Chain Monte Carlo (MCMC) sampling and reversible jumps between models with different numbers of parameters are used to characterize the posterior distributions of the model parameters and the number of components per burst.
DNest3 is a C++ implementation of Diffusive Nested Sampling (ascl:1010.029), a Markov Chain Monte Carlo (MCMC) algorithm for Bayesian Inference and Statistical Mechanics. Relative to older DNest versions, DNest3 has improved performance (in terms of the sampling overhead, likelihood evaluations still dominate in general) and is cleaner code: implementing new models should be easier than it was before. In addition, DNest3 is multi-threaded, so one can run multiple MCMC walkers at the same time, and the results will be combined together.
RJObject provides a general approach to trans-dimensional Bayesian inference problems, using trans-dimensional MCMC embedded within a Nested Sampling algorithm. This allows exploration of the posterior distribution and calculattion of the marginal likelihood (summed over N) even if the problem contains a phase transition or other difficult features such as multimodality.