Clone wiki

cosmosis / samplers / kombine

The Kombine sampler

Clustered KDE

Name: Kombine

Version: 0.01

Author(s): Benjamin Farr

URL: https://github.com/bfarr/kombine

Cite: Farr, B. and Farr, W.M., "kombine: a kernel-density-based, embarrassingly parallel ensemble sampler", in preparation., http://arxiv.org/abs/1309.7709

Parallel: parallel

kombine is an ensemble sampler that uses a clustered kernel-density-estimate proposal density, which allows it to efficiently sample multimodal or non-gaussian posteriors. In between updates to the proposal density estimate, each member of the ensemble is sampled independently, allowing for massive parallelization.

The total number of samples generated will be walkers * samples.

Installation

kombine needs to be installed separately: it can be installed from github using pip:

pip install --user git+git://github.com/bfarr/kombine

Parameters

These parameters can be set in the sampler's section in the ini parameter file.
If no default is specified then the parameter is required. A listing of "(empty)" means a blank string is the default.

Parameter Type Meaning Default
update_interval integer number of steps taken in between updating the posterior
nsteps integer number of sample steps taken in between writing output
walkers integer number of independent walkers in the ensemble
samples integer total sample steps taken
start_file string a file containing starting points for the walkers. If not specified walkers are initialized randomly from the prior distribution. (empty)

Updated