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arxiv: 2101.09604 · v2 · pith:2TLNGAOX · submitted 2021-01-23 · stat.CO · astro-ph.IM

UltraNest -- a robust, general purpose Bayesian inference engine

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classification stat.CO astro-ph.IM
keywords ultranestbayesianinferencemodelsparameterrobustallowsarbitrary
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UltraNest is a general-purpose Bayesian inference package for parameter estimation and model comparison. It allows fitting arbitrary models specified as likelihood functions written in Python, C, C++, Fortran, Julia or R. With a focus on correctness and speed (in that order), UltraNest is especially useful for multi-modal or non-Gaussian parameter spaces, computational expensive models, in robust pipelines. Parallelisation to computing clusters and resuming incomplete runs is available.

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