emcee : The MCMC Hammer

DFDaniel Foreman-MackeyDWDavid W. HoggDLDustin LangJGJonathan Goodman
Indexed inarxivcrossref

Abstract

We introduce a stable, well tested Python implementation of the affine-invariant ensemble sampler for Markov chain Monte Carlo (MCMC) proposed by Goodman & Weare (2010). The code is open source and has already been used in several published projects in the astrophysics literature. The algorithm behind emcee has several advantages over traditional MCMC sampling methods and it has excellent performance as measured by the autocorrelation time (or function calls per independent sample). One major advantage of the algorithm is that it requires hand-tuning of only 1 or 2 parameters compared to $\sim N^2$ for a traditional algorithm in an N-dimensional parameter space. In this document, we describe the algorithm and…

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Authors

4
  • DF
    Daniel Foreman-MackeyCorresponding
  • DW
    David W. Hogg
  • DL
    Dustin Lang
  • JG
    Jonathan Goodman

Topics & keywords

Keywords
  • Markov chain Monte Carlo
  • Python (programming language)
  • Autocorrelation
  • Bayesian probability
  • Monte Carlo method
  • Source code
  • Code (set theory)
  • Sampling (signal processing)
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