An advanced MCMC sampler with the capability to run with parallel tempering, multiple model types, and unknown counts within each model type using Reversible Jump MCMC techniques. One of the main applications is parameter estimation for gravitational wave sources.
Key Features:
Eryn is an advanced MCMC sampler. It has the capability to run with parallel tempering, multiple model types, and unknown counts within each model type using Reversible Jump MCMC techniques. Eryn is heavily based on emcee. The emcee base structure with the Ensemble Sampler, State objects, proposal setup, and storage backends is carried over into Eryn with small changes to account for the increased complexity. In a simple sense, Eryn is an advanced (and slightly more complicated) version of emcee.