ensnest

An ensemble nested sampling implementation using the stretch-move-based affine invariant ensemble sampler (Goodman & Weare, 2010)

WARNING: Due to multiprocessing issues v0.1-alpha works only under unix-based OSs.

Notable features

• low tuning necessary
• multimodal is ok
• multiprocessed
• lots of progress bars

Installation

Install running

$ pip install .

in the main folder.

Examples

Eggbox model

(true) logZ = 235.88

(computed) logZ = 235.91 +- 0.05

in 37s

Rosenbrock function

(true) logZ = -2.17

(computed) logZ = -2.16 +- 0.02

in 25s

Gaussian shells

(true) logZ = -2.47

(computed) logZ = -2.44 +- 0.03

in 62s