8 releases
0.3.1 | Feb 17, 2025 |
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0.3.0 | Feb 17, 2025 |
0.2.0 | Mar 29, 2023 |
0.1.4 | Mar 17, 2022 |
0.1.2 | Dec 21, 2021 |
#430 in Math
Used in cosmology
17KB
246 lines
hammer-and-sample
A simplistic MCMC sampler implementing the affine-invariant ensemble sampling of emcee with serial execution and optionally with parallel execution based on Rayon.
The implementation is relatively efficient, for example computing 1000 iterations of 100 walkers using the hierarchical model from hierarchical.rs
takes approximately 1 min using emcee
and multiprocessing
versus 50 ms using this crate and Rayon, running on 8 hardware threads in both cases.
Dependencies
~1–1.5MB
~22K SLoC