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[ascl:2207.011] samsam: Scaled Adaptive Metropolis SAMpler

The samsam package provides two samplers, a scaled adaptive metropolis algorithm to robustly obtain samples from a target distribution, and a covariance importance sampling algorithm to efficiently compute the model evidence (or other integrals). It also includes tools to assess the convergence of the sam sampler and a few commonly used prior distributions.

Code site:
https://gitlab.unige.ch/delisle/samsam
Used in:
https://ui.adsabs.harvard.edu/abs/2022arXiv220303194O
Bibcode:
2022ascl.soft07011D

Views: 1598

ascl:2207.011
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