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We present and apply Gaussbock, a new embarrassingly parallel iterative algorithm for cosmological parameter estimation designed for an era of cheap parallel computing resources. Gaussbock uses Bayesian nonparametrics and truncated…

Cosmology and Nongalactic Astrophysics · Physics 2020-06-19 Ben Moews , Joe Zuntz

Bayesian model selection provides the cosmologist with an exacting tool to distinguish between competing models based purely on the data, via the Bayesian evidence. Previous methods to calculate this quantity either lacked general…

Astrophysics · Physics 2008-11-26 J. R. Shaw , M. Bridges , M. P. Hobson

We describe a new open-source Python-based package for high accuracy correlated electron calculations using quantum Monte Carlo (QMC) in real space: PyQMC. PyQMC implements modern versions of QMC algorithms in an accessible format, enabling…

Markov Chain Monte Carlo (MCMC) sampler is widely used for cosmological parameter estimation from CMB and other data. However, due to the intrinsic serial nature of the MCMC sampler, convergence is often very slow. Here we present a fast…

Cosmology and Nongalactic Astrophysics · Physics 2014-08-12 Santanu Das , Tarun Souradeep

In this article, we describe a {\tt R} package for sampling from an empirical likelihood-based posterior using a Hamiltonian Monte Carlo method. Empirical likelihood-based methodologies have been used in Bayesian modeling of many problems…

Other Statistics · Statistics 2022-09-07 Dang Trung Kien , Neo Han Wei , Sanjay Chaudhuri

As wide-field surveys yield ever more precise measurements, cosmology has entered a phase of high precision requiring highly accurate and fast theoretical predictions. At the heart of most cosmological model predictions is a numerical…

Cosmology and Nongalactic Astrophysics · Physics 2017-08-18 Alexandre Refregier , Lukas Gamper , Adam Amara , Lavinia Heisenberg

ParaMonte::Python (standing for Parallel Monte Carlo in Python) is a serial and MPI-parallelized library of (Markov Chain) Monte Carlo (MCMC) routines for sampling mathematical objective functions, in particular, the posterior distributions…

Mathematical Software · Computer Science 2020-10-05 Amir Shahmoradi , Fatemeh Bagheri , Joshua Alexander Osborne

Bayesian model selection enables comparison and ranking of conceptual subsurface models described by spatial prior models, according to the support provided by available geophysical data. Deep generative neural networks can efficiently…

Geophysics · Physics 2021-05-19 M. Amaya , N. Linde , E. Laloy

We present Kosmulator, a modular and vectorised Python framework designed to accelerate the statistical testing of cosmological models. As the theoretical landscape expands beyond standard $\Lambda$CDM, implementing new expansion histories…

Cosmology and Nongalactic Astrophysics · Physics 2026-02-10 Renier T. Hough , Robert Rugg , Shambel Sahlu , Amare Abebe

In Bayesian inference, Hamiltonian Monte Carlo (HMC) is a popular Markov Chain Monte Carlo (MCMC) algorithm known for its efficiency in sampling from complex probability distributions. However, its application to models with latent…

Computation · Statistics 2025-04-15 Alaa Amri , Víctor Elvira , Amy L. Wilson

Markov chain Monte Carlo (MCMC) is a popular and successful general-purpose tool for Bayesian inference. However, MCMC cannot be practically applied to large data sets because of the prohibitive cost of evaluating every likelihood term at…

Machine Learning · Statistics 2014-03-25 Dougal Maclaurin , Ryan P. Adams

Mechanistic models are essential tools across ecology, epidemiology, and the life sciences, but parameter inference remains challenging when likelihood functions are intractable. Approximate Bayesian Computation with Sequential Monte Carlo…

Populations and Evolution · Quantitative Biology 2025-11-27 Mario Castro

Traditional Markov Chain Monte Carlo methods suffer from low acceptance rate, slow mixing and low efficiency in high dimensions. Hamiltonian Monte Carlo resolves this issue by avoiding the random walk. Hamiltonian Monte Carlo (HMC) is a…

Astrophysics · Physics 2008-11-26 Amir Hajian

In recent years, methods for Bayesian inference have been widely used in many different problems in physics where detection and characterization are necessary. Data analysis in gravitational-wave astronomy is a prime example of such a case.…

Instrumentation and Methods for Astrophysics · Physics 2023-10-11 Nikolaos Karnesis , Michael L. Katz , Natalia Korsakova , Jonathan R. Gair , Nikolaos Stergioulas

CosmoMC is a Fortran 95 Markov-Chain Monte-Carlo (MCMC) engine to explore the cosmological parameter space, plus a Python suite for plotting and presenting results (see http://cosmologist.info/cosmomc/). This document describes the…

Instrumentation and Methods for Astrophysics · Physics 2014-09-12 Ming-Hua Li , Ping Wang , Zhe Chang , Dong Zhao

This paper proposes a novel approach to generate samples from target distributions that are difficult to sample from using Markov Chain Monte Carlo (MCMC) methods. Traditional MCMC algorithms often face slow convergence due to the…

Cosmology and Nongalactic Astrophysics · Physics 2023-08-11 Sandro Dias Pinto Vitenti , Eduardo J. Barroso

We study the benefits and limits of parallelised Markov chain Monte Carlo (MCMC) sampling in cosmology. MCMC methods are widely used for the estimation of cosmological parameters from a given set of observations and are typically based on…

Cosmology and Nongalactic Astrophysics · Physics 2013-10-03 Joël Akeret , Sebastian Seehars , Adam Amara , Alexandre Refregier , André Csillaghy

Parallel Markov Chain Monte Carlo (pMCMC) algorithms generate clouds of proposals at each step to efficiently resolve a target probability distribution. We build a rigorous foundational framework for pMCMC algorithms that situates these…

We present Paicos, a new object-oriented Python package for analyzing simulations performed with Arepo. Paicos strives to reduce the learning curve for students and researchers getting started with Arepo simulations. As such, Paicos…

Instrumentation and Methods for Astrophysics · Physics 2024-04-24 Thomas Berlok , Léna Jlassi , Ewald Puchwein , Troels Haugbølle

Bayesian inference in biological modeling commonly relies on Markov chain Monte Carlo (MCMC) sampling of a multidimensional and non-Gaussian posterior distribution that is not analytically tractable. Here, we present the implementation of a…