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Eryn : A multi-purpose sampler for Bayesian inference

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arxiv 2303.02164 v2 pith:G5WWTXLF submitted 2023-03-03 astro-ph.IM astro-ph.COgr-qcphysics.comp-phstat.APstat.ML

Eryn : A multi-purpose sampler for Bayesian inference

classification astro-ph.IM astro-ph.COgr-qcphysics.comp-phstat.APstat.ML
keywords inferencebayesianbeenmanymcmcproblemsdifferenteryn
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
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In recent years, methods for Bayesian inference have been widely used in many different problems in physics where detection and characterization are necessary. Data analysis in gravitational-wave astronomy is a prime example of such a case. Bayesian inference has been very successful because this technique provides a representation of the parameters as a posterior probability distribution, with uncertainties informed by the precision of the experimental measurements. During the last couple of decades, many specific advances have been proposed and employed in order to solve a large variety of different problems. In this work, we present a Markov Chain Monte Carlo (MCMC) algorithm that integrates many of those concepts into a single MCMC package. For this purpose, we have built {\tt Eryn}, a user-friendly and multipurpose toolbox for Bayesian inference, which can be utilized for solving parameter estimation and model selection problems, ranging from simple inference questions, to those with large-scale model variation requiring trans-dimensional MCMC methods, like the LISA global fit problem. In this paper, we describe this sampler package and illustrate its capabilities on a variety of use cases.

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Cited by 10 Pith papers

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