Run affine-invariant sampler in automated fashion until convergence.
Project description
autoemcee
Runs MCMC automatically to convergence.
About
Runs a family of Markov Chain Monte Carlo ensemble samplers (Affine-Invariant or Slice Sampler) with gradually increasing number of samples until they converge.
Convergence is tested within each ensemble and across ensembles, see MCMC ensemble convergence test for details.
Supports parallelisation with MPI. No modifications to your code is needed, just run your script with mpiexec.
This package is built on top of emcee, zeus, anviz and mpi4py.
You can help by testing autoemcee and reporting issues. Code contributions are welcome. See the Contributing page.
Features
Pythonic. pip installable.
Easy to program for: Sanity checks with meaningful errors
both emcee and zeus are supported
MPI support for parallel high-performance computing
Usage
Read the full documentation at:
https://johannesbuchner.github.io/autoemcee/
For parallelisation, use:
mpiexec -np 4 python3 yourscript.py
Licence
GPLv3 (see LICENCE file). If you require another license, please contact me.
Other projects
See also:
UltraNest: https://johannesbuchner.github.io/UltraNest/
Release Notes
0.1.0 (2020-03-07)
First version
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