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Published 20 hours ago • verified publisher icon TuringLang
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Implementations of parallel tempering algorithms to augment samplers with tempering capabilities

MCMCTempering.jl

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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!

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verified publisher icon TuringLang

Metadata

Implementations of parallel tempering algorithms to augment samplers with tempering capabilities

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