English

emcee: The MCMC Hammer

Instrumentation and Methods for Astrophysics 2013-11-26 v4 Computational Physics Computation

Abstract

We introduce a stable, well tested Python implementation of the affine-invariant ensemble sampler for Markov chain Monte Carlo (MCMC) proposed by Goodman & Weare (2010). The code is open source and has already been used in several published projects in the astrophysics literature. The algorithm behind emcee has several advantages over traditional MCMC sampling methods and it has excellent performance as measured by the autocorrelation time (or function calls per independent sample). One major advantage of the algorithm is that it requires hand-tuning of only 1 or 2 parameters compared to N2\sim N^2 for a traditional algorithm in an N-dimensional parameter space. In this document, we describe the algorithm and the details of our implementation and API. Exploiting the parallelism of the ensemble method, emcee permits any user to take advantage of multiple CPU cores without extra effort. The code is available online at http://dan.iel.fm/emcee under the MIT License.

Keywords

Cite

@article{arxiv.1202.3665,
  title  = {emcee: The MCMC Hammer},
  author = {Daniel Foreman-Mackey and David W. Hogg and Dustin Lang and Jonathan Goodman},
  journal= {arXiv preprint arXiv:1202.3665},
  year   = {2013}
}

Comments

Code re-licensed under MIT

R2 v1 2026-06-21T20:20:34.061Z