https://github.com/adamreichold/hammer-and-sample

Simplistic MCMC ensemble sampler based on emcee, the MCMC hammer
https://github.com/adamreichold/hammer-and-sample

Last synced: 2 months ago
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Simplistic MCMC ensemble sampler based on emcee, the MCMC hammer

• Host: GitHub
• URL: https://github.com/adamreichold/hammer-and-sample
• Owner: adamreichold
• License: apache-2.0
• Created: 2021-11-23T21:47:44.000Z (about 3 years ago)
• Default Branch: main
• Last Pushed: 2023-03-29T18:57:41.000Z (almost 2 years ago)
• Last Synced: 2024-04-25T22:43:11.990Z (8 months ago)
• Language: Rust
• Homepage:
• Size: 99.6 KB
• Stars: 4
• Watchers: 2
• Forks: 1
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE-APACHE

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README

        
# hammer-and-sample

[![crates.io](https://img.shields.io/crates/v/hammer-and-sample.svg)](https://crates.io/crates/hammer-and-sample)

[![docs.rs](https://docs.rs/hammer-and-sample/badge.svg)](https://docs.rs/hammer-and-sample)

[![github.com](https://github.com/adamreichold/hammer-and-sample/actions/workflows/ci.yaml/badge.svg)](https://github.com/adamreichold/hammer-and-sample/actions/workflows/ci.yaml)

A simplistic MCMC sampler implementing the affine-invariant ensemble sampling of [emcee](https://emcee.readthedocs.io/) with serial execution and optionally with parallel execution based on Rayon.

The implementation is relatively efficient, for example computing 1000 iterations of 100 walkers using the hierarchical model from [`hierarchical.rs`](tests/hierarchical.rs) takes approximately 1 min using `emcee` and `multiprocessing` versus 50 ms using this crate and Rayon, running on 8 hardware threads in both cases.