DNest4 is a C++11 implementation of Diffusive Nested Sampling, a Markov Chain Monte Carlo (MCMC) algorithm for Bayesian Inference and Statistical Mechanics.
There is a manuscript describing DNest4 installation and usage in the paper/ directory of this repository. You can compile it with pdflatex. Alternatively, you can get the preprint here.
You might also want to read the paper describing the Diffusive Nested Sampling algorithm. If you find this software useful in your research, please cite one or both of these papers.
Diffusive Nested Sampling Brendon J. Brewer, Livia B. Pártay, and Gábor Csányi Statistics and Computing, 2011, 21, 4, 649-656.
Improvements over DNest3:
There are far fewer dependencies --- all you need is a C++ compiler that supports the C++11 standard, along with Python (and the Python packages NumPy, scipy, matplotlib, and Cython) for the post-processing scripts. Because of this, it should be much easier to compile (at least on a Unix-like operating system such as Ubuntu or Mac OS X).
The licence is now the permissive MIT licence.
RJObject (which allows relatively straightforward implementation of hierarchical and trans-dimensional mixture models) is now included in the same repository.
There is now some support for implementing models in Python and Julia, making DNest4 usable to non-C++ programmers.
Some functions have slightly different names and specifications compared to DNest3. These changes are cosmetic, but mean that porting models from DNest3 to DNest4 will take a little bit of work.
(c) 2015--2016 Brendon J. Brewer LICENCE: MIT. See the LICENSE file for details.
This work was supported by a Marsden Fast Start grant from the Royal Society of New Zealand.