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Category: Bayesian sampling software

pmclib

pmclib

Posted on December 20, 2018February 5, 2019 by Martin Kilbinger

 

Authors: K. Benabed, M. Kilbinger et al.
Language: C
Download: github/pmclib
Description: Population Monte-Carlo (PMC) sampling code, for fast end efficient parallel iterative importance sampling to compute integrals over the posterior including the Bayesian evidence.
Notes: Requires gsl and fftw libraries. A MPI C compiler is recommended.


Posted in Bayesian sampling software, Software, software_mk
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