DNest3 is a C++ implementation of Diffusive Nested Sampling (ascl:1010.029), a Markov Chain Monte Carlo (MCMC) algorithm for Bayesian Inference and Statistical Mechanics. Relative to older DNest versions, DNest3 has improved performance (in terms of the sampling overhead, likelihood evaluations still dominate in general) and is cleaner code: implementing new models should be easier than it was before. In addition, DNest3 is multi-threaded, so one can run multiple MCMC walkers at the same time, and the results will be combined together.
Astrophysics Source Code Library
- Pub Date:
- April 2016