hammer-and-sample

Crates.iohammer-and-sample
lib.rshammer-and-sample
version0.2.0
sourcesrc
created_at2021-12-21 15:13:20.036551
updated_at2023-03-29 19:03:47.115989
descriptionSimplistic MCMC ensemble sampler based on emcee, the MCMC hammer
homepage
repositoryhttps://github.com/adamreichold/hammer-and-sample
max_upload_size
id501241
size32,302
Adam Reichold (adamreichold)

documentation

https://docs.rs/hammer-and-sample

README

hammer-and-sample

crates.io docs.rs github.com

A simplistic MCMC sampler implementing the affine-invariant ensemble sampling of emcee 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 takes approximately 1 min using emcee and multiprocessing versus 50 ms using this crate and Rayon, running on 8 hardware threads in both cases.

Commit count: 28

cargo fmt