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Add DIMEMove #442

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Add DIMEMove #442

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gboehl
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@gboehl gboehl commented Oct 10, 2022

This PR adds the DIMEMove as proposed here: https://gregorboehl.com/live/dime_mcmc_boehl.pdf

DIME is an ensemble move that is intended to provide fast burn-in for high-dimensional distributions and to perform well for multimodal distributions. See here for an example: https://github.com/gboehl/emcwrap#tutorial

I am happy to create some documentation, e.g. by adding the above tutorial to the emcee documentation.

I will also post in the mailing list...

Cheers!

@dfm
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dfm commented Oct 17, 2022

Thanks for this contribution! I'm totally swamped right now, but I'll try to take a closer look at this ASAP.

@gboehl
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gboehl commented Nov 21, 2022

Did you find time to have a look? Is there any chance to see this merged?

@znicholls
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@dfm is there anything that can be done to help this? This feature looks super useful so I'd be glad to pitch in.

@gboehl
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gboehl commented Aug 19, 2023

In case anyone is interested, there is an emcee drop-in version of the DIME move here:

https://github.com/gboehl/dime_sampler

I am of course still happy to resolve any issues related to this PR!

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3 participants