gnm: The MCMC Jagger
Rock and Rolling awesome Python package for affine-invariant MCMC sampling
gnm is a well tested Python implementation of the affine-invariant sampler for Markov chain Monte Carlo (MCMC) that uses the Gauss-Newton-Metropolis (GNM) Algorithm. The GNM algorithm is specialized in sampling highly non-linear posterior probability distribution functions of the form exp(-||f(x)||^2/2).
Copyright 2017 Mehmet Ugurbil and contributors.
gnm is a free software made available under the MIT LICENSE.