Implements DREAM in Python based on PyMC for exploratory purposes
Project description
- A prototype based on the algorithm in
J.A. Vrugt, C.J.F. ter Braak, C.G.H. Diks, D. Higdon, B.A. Robinson, and J.M. Hyman: Accelerating Markov chain Monte Carlo simulation by differential evolution with self-adaptive randomized subspace sampling. International Journal of Nonlinear Sciences and Numerical Simulation, 2008, In Press.
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