MCMCTempering.jl
Implementations of parallel tempering algorithms to augment samplers with tempering capabilities
Install / Use
/learn @chalk-lab/MCMCTempering.jlREADME
MCMCTempering.jl
MCMCTempering.jl implements simulated and parallel tempering, two methods for sampling from complex or multi-modal posteriors. These algorithms use temperature scheduling to flatten out the target distribution, making it easier to sample from.
Temper away!
