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Astrophysics Source Code Library

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Searching for codes credited to 'Delisle, Jean-Baptiste'

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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.