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bayes-kit
Bayesian inference and posterior analysis for Python
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differential evolution sampler
#25
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bob-carpenter
opened
1 year ago
bob-carpenter
commented
1 year ago
Implement this sampler, which is an ensemble Metropolis method.
Braak, C.J.T., 2006.
A Markov Chain Monte Carlo version of the genetic algorithm Differential Evolution: easy Bayesian computing for real parameter spaces
. Statistics and Computing, 16, pp.239-249.
Implement this sampler, which is an ensemble Metropolis method.