MCMCTempering.jl

Implementations of parallel tempering algorithms to augment samplers with tempering capabilities
Author TuringLang
Popularity
29 Stars
Updated Last
10 Months Ago
Started In
March 2021

MCMCTempering.jl

Stable Dev Build Status

MCMCTempering.jl implements simulated and parallel tempering, two methods for sampling from complex or multi-modal posteriors. These algorithms use temperature scheduling to flatten out the target distribution, making it easier to sample from.

Temper away!