Random Thoughts in a Random Universe

Convergence of the Affine Invariant Ensemble Sampler

The Affine-Invariant Ensemble Sampler (AIES) is a Monte-Carlo method particularly popular in astrophysics. The paper describing its widely used Python implementation emcee is highly cited and the method is particularly popular because it has — aside from the number of walkers, i.e., the number of chains — no tunable parameters.

Huijser ...