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Diffusive Nested Sampling

branch: master
README.md

Welcome to DNest3

DNest3 is a C++ implementation of Diffusive Nested Sampling, a Markov Chain Monte Carlo (MCMC) algorithm for Bayesian Inference and Statistical Mechanics.

Relative to older DNest versions, DNest3 has improved performance (in terms of the sampling overhead, likelihood evaluations still dominate in general) and is cleaner code: implementing new models should be easier than it was before.

For documentation (currently in a draft state), please open Docs/index.html in your browser or click here.

Dependencies

DNest3 requires that you have the following packages installed on your computer:

Building

You can build DNest3 using CMake.

Mac

If you're using a Mac, hopefully you're also using Homebrew. Please do it.

Now that we've got that out of the way, install the dependencies:

brew install cmake gsl

and optionally:

brew install boost

Then build DNest3:

git clone https://github.com/eggplantbren/DNest3.git
cd DNest3
mkdir build
cd build
cmake ..
make
make install

Ubuntu

First, install the dependencies

sudo apt-get install cmake libgsl0-dev

and optionally

sudo apt-get install libboost-all-dev

Then build the library:

git clone https://github.com/eggplantbren/DNest3.git
cd DNest3
mkdir build
cd build
cmake ..
make
sudo make install

The Paper

If you find this software useful, please cite the following paper:

Diffusive Nested Sampling Brendon J. Brewer, Livia B. Pártay, and Gábor Csányi Statistics and Computing, 2011, 21, 4, 649-656.

The paper is freely available online at the arXiv.

Copyright and Licence

DNest3 is Copyright (c) 2009-2012 Brendon J. Brewer.

DNest3 is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

DNest3 is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You should have received a copy of the GNU General Public License along with DNest3. If not, see http://www.gnu.org/licenses/.

Contributors

Daniel Foreman-Mackey (NYU)

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