MontePython 3: Boosted MCMC sampler and other features

By T. Brinckmann, Julien Lesgourgues. Physics of the Dark Universe, 2018

636 citations recorded by the source corpus.

MontePython is a parameter inference package for cosmology. We present the latest development of the code over the past couple of years. We explain, in particular, two new ingredients both contributing to improve the performance of Metropolis-Hastings sampling: an adaptation algorithm for the jumping factor, and a calculation of the inverse Fisher matrix, which can be used as a proposal density. We present several examples to show that these features speed up convergence and can save many hundreds of CPU-hours in the case of difficult runs, with a poor prior knowledge of the covariance matrix. We also summarise all the functionalities of MontePython in the current release, including new likelihoods and plotting options.

Subfields: Astronomy and Astrophysics, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/b1bd63d9e776dd221e40298ddba121b9999ebf84

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Astronomy and Astrophysics

  1. Mikhail Ivanov
  2. V. Poulin
  3. Tanvi Karwal
  4. Guido D'Amico
  5. O. Philcox
  6. L. Senatore
  7. Catherine Heymans
  8. Pierre Zhang

In Statistical and Nonlinear Physics

  1. Mikhail Ivanov
  2. V. Poulin
  3. O. Philcox
  4. M. Simonovi'c
  5. Tanvi Karwal
  6. Julien Lesgourgues
  7. M. Zaldarriaga
  8. M. Kamionkowski

Citations in the corpus