http://arxiv.org/abs/1807.02709
HMCF “Hamiltonian Monte Carlo for Fields”, is a software add-on for the NIFTy “Numerical Information Field Theory” framework implementing Hamilton Monte Carlo (HMC) sampling in Python. HMCF as well as NIFTy are designed to address field in- ference problems especially in – but not limited to – astrophysics. They are optimized to deal with the typically high number of degrees of freedom as well as their correlation structure. HMCF adds an HMC sampler to NIFTy that automatically adjusts the many free pa- rameters steering the HMC sampling machinery such as integration step size and the mass matrix according to the requirements of field inference. Furthermore, different convergence measures are available to check whether the burn-in phase has finished. Multiprocessing in the sense of running individual Markov chains (MC) on several cores is possible as well. A primary application of HMCF is to provide samples from the full field posterior and to verify conveniently approximate algorithms implemented in NIFTy.
C. Lienhard and T. Enßlin
Tue, 10 Jul 18
44/79
Comments: 33 pages, 4 figures, available at this https URL , see also arXiv:1708.01073