I spent my research time today working on the discussion and tips section of Foreman-Mackey's MCMC code document. We hope to go up on the arXiv later this week. His MCMC code is being used by Bovy, Lang, and others as well as Foreman-Mackey and me in various places. The tips I worked through involve initialization of an ensemble of samplers, how to know that you have sampled for long enough, how to manage acceptance fraction, how to limit your sampling so you don't waste time, and how to deal with multi-modal probability distributions. His document is starting to look like part of the nascent "Data Analysis Recipes" series of papers being written by me and friends. Can't wait to see this hit arXiv; he has built a pretty great tool with a wide range of applications.
Assuming we're talking about the same sampler with walkers, I grabbed it from github last week, and took it for a spin. It's really slick! Looking forward to seeing the paper.
ReplyDeleteWhy is your blog the only one I read with new posts on the left?
ReplyDelete