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TuringLang / MCMCTempering.jl

Implementations of parallel tempering algorithms to augment samplers with tempering capabilities
https://turinglang.org/MCMCTempering.jl/
MIT License
32 stars 4 forks source link
julia-language mcmc mcmc-sampling multimodality probabilistic-programming turing-language

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MCMCTempering.jl

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MCMCTempering.jl implements simulated and parallel tempering, two methods for sampling from complex or multi-modal posteriors. These algorithms use temperature scheduling to flatten out the target distribution, making it easier to sample from.

Temper away!