multichain_mcmc 0.3

Framework based on PyMC for multichain MCMC algorithms; implementation of DREAM_ZS

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LICENSE TYPE:
BSD License 
USER RATING:
UNRATED
  0.0/5
DEVELOPED BY:
John Salvatier
HOMEPAGE:
pypi.python.org
CATEGORY:
ROOT \ Science and Engineering \ Mathematics
multichain_mcmc is a simple Python framework based on PyMC for multichain MCMC algorithms.

Also contains an implementation of DREAM_ZS based on the algorithms presented in the following two papers:

 C.J.F. ter Braak, and J.A. Vrugt, Differential evolution Markov chain with snooker updater and fewer chains, Statistics and Computing, 18(4), 435-446, doi:10.1007/s11222-008-9104-9, 2008.

 J.A. Vrugt, C.J.F. ter Braak, C.G.H. Diks, D. Higdon, B.A. Robinson, and J.M. Hyman, Accelerating Markov chain Monte Carlo simulation by differential evolution with self-adaptive randomized subspace sampling, International Journal of Nonlinear Sciences and Numerical Simulation, 10(3), 273-290, 2009.

Last updated on June 21st, 2010

requirements

#MCMC algorithms #multichain algorithms #development framework #PyMC #framework #MCMC #algorithms

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