index.md

PartitionedParallelSampling.jl

This package provides a sampling algorithm that partitions parameter space into multiple subspaces and samples/integrates them independently (Caldwell et al.).

PartitionedParallelSampling.jl is built to support the BAT.jl sampling interface, to use PartitionedParallelSampling, run

using PartitionedParallelSampling, BAT

bat_sample(target, PartitionedSampling())

Installation

PartitionedParallelSampling.jl it not a registered Julia package yet and currently requires BAT.jl v3.0.0-DEV and AHMI.jl (not registered yet).

To install PartitionedParallelSampling, use

julia> using Pkg
julia> pkg"add BAT#main"
julia> pkg"add https://github.com/bat/AHMI.jl.git"
julia> pkg"add https://github.com/bat/PartitionedParallelSampling.jl.git"

Citing PartitionedParallelSampling

If you use PartitionedParallelSampling as an important part of your work, please cite Hafych et al. "Parallelizing MCMC Sampling via Space Partitioning", arXiv:2008.03098 (2020).

@article{Hafych:2022PPS,
  author  = {Hafych, Vasyl and Eller, Philipp and Schulz, Oliver and Caldwell, Allen},
  title   = {Parallelizing MCMC sampling via space partitioning},
  journal = {Statistics and Computing},
  year    = {2022},
  month   = {Jun},
  day     = {27},
  volume  = {32},
  number  = {4},
  pages   = {56},
  issn    = {1573-1375},
  doi     = {10.1007/s11222-022-10116-z}
}