/eissample

Ensemble (inversion) slice sampling: a robust, self-tuning MCMC method for posterior inference.

Primary LanguageMATLABGNU General Public License v3.0GPL-3.0

EISSample

Ensemble inversion slice sampling (EISS) is a robust, self-tuning MCMC method for posterior inference. The wider project is still work in progress; we make available here a simplified working version, eissample_lite that implements parallel slice sampling.

This algorithm was used for this paper. Refer to that for a more detailed description. In the meanwhile, please contact me at luigi.acerbi@unige.ch for more information.