MeijerDavid / eissample_DM

Polished version of Luigi Acerbi's ensemble-based slice sampler for MCMC

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eissample_lite_DM

MCMC ensemble-based slice sampler.

Ensemble inversion slice sampling (EISS) is a robust, self-tuning MCMC method that is being developed by Luigi Acerbi: https://github.com/lacerbi/eissample. This is a modification of his simplified "lite" version.

The original code was initially modified by David Meijer to improve readability by deleting all code that was never called (parts of the wider unfinished EISS project). Afterwards additional functionality was added in an attempt to improve convergence speed. The core algorithm is still the same as Luigi Acerbi's 'eissample_lite'.

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Polished version of Luigi Acerbi's ensemble-based slice sampler for MCMC

License:GNU General Public License v3.0


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