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Add MultiNest for posterior retreival

Open dflemin3 opened this issue 6 years ago • 1 comments

I should implement MultiNest (specifically PyMultiNest) as nested sampling typically converges more quickly than MCMC and can handle multi-modal posterior distributions, whereas MCMC cannot. It should be pretty straight-forward given how the samplers both required an LnPrior and an LnLikelihood function. I'll need to make sure to properly handle the kwargs in the mcmcUtils validation functions.

dflemin3 avatar Jun 18 '19 00:06 dflemin3

I should consider this issue in the broader context of implementing functionality to permit different sampling strategies and codes, e.g. approxposterior with pymc3, pystan, etc. Such a change will require some generalizations, but should be feasible for the 1.0 release.

dflemin3 avatar Jan 29 '20 19:01 dflemin3