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t-walk

swMATH ID: 14214
Software Authors: J. Andres Christen; Colin Fox
Description: The t-walk is a ”A General Purpose Sampling Algorithm for Continuous Distributions” to sample from many objective functions (specially suited for posterior distributions using non-standard models that would make the use of common algorithms and software difficult); it is an MCMC that does not required tuning. However, as mentioned in the paper, it may not perform well in some examples and fine tuned samplers to specific objective densities should perform better than the t-walk. It is now implemented in Python, R, C++, C (native stand alone) and MatLab, see below.
Homepage: http://www.cimat.mx/~jac/twalk/
Related Software: Rtwalk; emcee; GMRFLib; EnsembleQN; lme4; SPLIDA; WWGbook; BUGS; GSM; spBayes; LambertW; CosmoSIS; BioMagResBank; SpinCouple; Nmrglue; Dolphin; BATMAN; libspatialSEIR; deBInfer; Stan
Cited in: 30 Publications

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