A Python implementation of the Ensemble Slice Sampling method
zeus zeus is a Python implementation of the Ensemble Slice Sampling method. Fast & Robust Bayesian Inference, Efficient Markov Chain Monte Carlo (MCMC), Black-box inference, no hand-tuning, Excellent performance in terms of autocorrelation time and convergence rate, Scale to multiple CPUs without any extra effort. Example For instance, if you wanted to draw samples from a 10-dimensional Gaussian, you would do something like: import zeus import numpy as np def log_prob(x, ivar): return – 0.5 * np.sum(ivar * x**2.0) nsteps, […]
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