A kernel-density-based, embarrassingly parallel ensemble sampler
kombine is an ensemble sampler that uses a clustered kernel-density-estimate proposal density, allowing for massive parallelization and efficient sampling.
Example usage:
@article{kombine,
author = {{Farr}, B. and {Farr}, W.~M.},
title = {kombine: a kernel-density-based, embarrassingly parallel ensemble sampler},
year = 2015,
note = "in prep"
}
Copyright 2014 Ben Farr and contributors.
kombine is free software made available under the MIT License. For details see the LICENSE file.
