Add DIMEMove
#442
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Add DIMEMove
#442
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Owner
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Thanks for this contribution! I'm totally swamped right now, but I'll try to take a closer look at this ASAP. |
Author
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Did you find time to have a look? Is there any chance to see this merged? |
Contributor
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@dfm is there anything that can be done to help this? This feature looks super useful so I'd be glad to pitch in. |
Author
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In case anyone is interested, there is an emcee drop-in version of the DIME move here: https://github.com/gboehl/dime_sampler I am of course still happy to resolve any issues related to this PR! |
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This PR adds the
DIMEMoveas proposed here: https://gregorboehl.com/live/dime_mcmc_boehl.pdfDIME is an ensemble move that is intended to provide fast burn-in for high-dimensional distributions and to perform well for multimodal distributions. See here for an example: https://github.com/gboehl/emcwrap#tutorial
I am happy to create some documentation, e.g. by adding the above tutorial to the emcee documentation.
I will also post in the mailing list...
Cheers!