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kbarbary / nestle

Pure Python, MIT-licensed implementation of nested sampling algorithms for evaluating Bayesian evidence.
http://kbarbary.github.io/nestle
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Diffusive nested sampling #2

Open ipashchenko opened 9 years ago

ipashchenko commented 9 years ago

What about to implement diffusive nested sampling? http://arxiv.org/abs/0912.2380

kbarbary commented 9 years ago

That would be cool.

There is, of course, the C++ implementation associated with the paper (DNest3). It would be nice if a Python wrapper for DNest3 existed to be able to compare performance, but I don't know of one. One issue with DNest3 is its GPLv3 license, which is sub-optimal in a lot of people's minds lately.

I personally am more familiar with ellipsoidal nested sampling, so I'm focused on that for now. But I'll leave this open for a possible future extension.