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CosmoPMC is a Monte-Carlo sampling method to explore the likelihood of various cosmological probes. The sampling engine is implemented with the package pmclib. It is called Population MonteCarlo (PMC), which is a novel technique to sample from the posterior. PMC is an adaptive importance sampling method which iteratively improves the proposal to approximate the posterior. This code has been introduced, tested and applied to various cosmology data sets.
The Population Monte-Carlo (PMC) sampling code pmclib performs fast end efficient parallel iterative importance sampling to compute integrals over the posterior including the Bayesian evidence.