ASCL.net

Astrophysics Source Code Library

Making codes discoverable since 1999

Searching for codes credited to 'Karamanis, Minas'

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[ascl:2008.010] zeus: Lightning Fast MCMC

Zeus is a pure-Python implementation of the Ensemble Slice Sampling method. Ensemble Slice Sampling improves upon Slice Sampling by bypassing some of that method's difficulties; it also exploits an ensemble of parallel walkers, thus making it immune to linear correlations. Zeus offers fast and robust Bayesian inference and efficient Markov Chain Monte Carlo without hand-tuning. The code provides excellent performance in terms of autocorrelation time and convergence rate, can scale to multiple CPUs without any extra effort, and includes convergence diagnostics.

[ascl:2112.022] hankl: Python implementation of the FFTLog algorithm for cosmology

hankl implements the FFTLog algorithm in lightweight Python code. The FFTLog algorithm can be thought of as the Fast Fourier Transform (FFT) of a logarithmically spaced periodic sequence (= Hankel Transform). hankl consists of two modules, the General FFTLog module and the Cosmology one. The latter is suited for modern cosmological application and relies heavily on the former to perform the Hankel transforms. The accuracy of the method usually improves as the range of integration is enlarged; FFTlog prefers an interval that spans many orders of magnitude. Resolution is important, as low resolution introduces sharp features which in turn causes ringing.

[ascl:2207.018] pocoMC: Preconditioned Monte Carlo method for accelerated Bayesian inference

pocoMC performs Bayesian inference, including model comparison, for challenging scientific problems. The code utilizes a normalizing flow to precondition the target distribution by removing any correlations between its parameters. pocoMC then generates posterior samples, used for parameter estimation, with a powerful adaptive Sequential Monte Carlo algorithm manifesting a sampling efficiency that can be orders of magnitude higher than without precondition. Furthermore, pocoMC also provides an unbiased estimate of the model evidence that can be used for the task of Bayesian model comparison. The code is designed to excel in demanding parameter estimation problems that include multimodal and highly non–Gaussian target distributions.